Abstract
Motivated by models of queues with server vacations, we consider a Levy process modified to have random jumps at arbitrary stopping times. The extra jumps can counteract a drift in the Levy process so that the overall Levy process with secondary jump input can have a proper limiting distribution. For example, the workload process in an
Citation
Offer Kella. Ward Whitt. "Queues with Server Vacations and Levy Processes with Secondary Jump Input." Ann. Appl. Probab. 1 (1) 104 - 117, February, 1991. https://doi.org/10.1214/aoap/1177005983
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