arXiv · 1911.03672
Synchronized L\'evy queues
Abstract
We consider a multivariate L\'evy process where the first coordinate is a L\'evy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determine the Laplace-Stieltjes transform of the steady-state buffer content vector of an associated system of parallel queues. The special structure of this transform allows us to rewrite it as a product of joint Laplace-Stieltjes transforms. We are thus able to interpret the buffer content vector as a sum of independent random vectors.
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Offer Kella, Onno Boxma. 2019-11-09. Synchronized L\'evy queues. https://doi.org/10.1017/jpr.2020.75
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