Open Access
2013 Two coupled Lévy queues with independent input
Onno Boxma, Jevgenijs Ivanovs
Stoch. Syst. 3(2): 574-590 (2013). DOI: 10.1214/13-SSY116
Abstract

We consider a pair of coupled queues driven by independent spectrally-positive Lévy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with independent Lévy inputs. We identify the joint transform of the stationary workload distribution in terms of Wiener-Hopf factors corresponding to two auxiliary Lévy processes with explicit Laplace exponents. We reinterpret and extend the ideas of Cohen and Boxma (1983) to provide a general and uniform result with a neat transform expression.

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Copyright © 2013 INFORMS Applied Probability Society
Onno Boxma and Jevgenijs Ivanovs "Two coupled Lévy queues with independent input," Stochastic Systems 3(2), 574-590, (2013). https://doi.org/10.1214/13-SSY116
Published: 2013
Vol.3 • No. 2 • 2013
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