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.
Citation
Onno Boxma. Jevgenijs Ivanovs. "Two coupled Lévy queues with independent input." Stoch. Syst. 3 (2) 574 - 590, 2013. https://doi.org/10.1214/13-SSY116
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