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arXiv · 2007.03369

A 2$\times$2 random switching model and its dual risk model

Anita Behme·Philipp Lukas Strietzel
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Abstract

In this article a special case of an M/G/2-queue is considered, where the two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model the asymptotic behaviour of the workload buffer exceedance probabilities for the two single servers/ both servers together/ one (unspecified) server is determined. Hereby one has to distinguish between jobs that are either heavy-tailed or light-tailed. The results are derived via the dual risk model of the studied M/G/2-queue for which the asymptotic behaviour of different ruin probabilities is determined.

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Anita Behme, Philipp Lukas Strietzel. 2020-12-01. A 2$\times$2 random switching model and its dual risk model. https://doi.org/10.1007/s11134-021-09697-9

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