A Lévy input fluid queue with input and workload regulation

نویسندگان

  • Zbigniew Palmowski
  • Maria Vlasiou
  • Bert Zwart
چکیده

We consider a queuing model with the workload evolving between consecutive i.i.d. exponential timers {e q }i=1,2,... according to a spectrally positive Lévy process Yi(t) that is reflected at zero, and where the environment i equals 0 or 1. When the exponential clock e (i) q ends, the workload, as well as the Lévy input process, are modified; this modification may depend on the current value of the workload, the maximum and the minimum workload observed during the previous cycle, and the environment i of the Lévy input process itself during the previous cycle. We analyse the steady-state workload distribution for this model. The main theme of the analysis is the systematic application of non-trivial functionals, derived within the framework of fluctuation theory of Lévy processes, to workload and queuing models.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A tandem queue with Lévy input : a new representation of the downstream queue length

In this paper we present a new representation for the steady state distribution of the workload of the second queue in a two-node tandem network. It involves the difference of two suprema over two adjacent intervals. In case of spectrally-positive Lévy input, this enables us to derive the Laplace transform and Pollaczek-Khintchine representation of the workload of the second queue. Additionally...

متن کامل

A tandem fluid network with Lévy input in heavy traffic

In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of Lévy input, covering compound Poisson, α-stable Lévy motion (with 1 < α < 2), and Brownian motion. In our analysis, we separately deal with Lévy input processes with increments that have finite and infinite variance. A distinguishing feature of this paper is that ...

متن کامل

On the correlation structure of a Lévy-driven queue

In this paper we consider a single-server queue with Lévy input, and in particular its workload process (Q(t)), for t > 0, with a focus on the correlation structure. With the correlation function defined as r(t) := Cov(Q(0),Q(t))/Var Q(0) (assuming that the workload process is in stationarity at time 0), we first determine its transform. This expression allows us to prove that r(.) is positive,...

متن کامل

Tail asymptotics for a Lévy-driven tandem queue with an intermediate input

We consider a Lévy-driven tandem queue with an intermediate input assuming that its buffer content process obtained by a reflection mapping has the stationary distribution. For this queue, no closed form formula is known, not only for its distribution but also for the corresponding transform. In this paper we consider only light-tailed inputs. For the Brownian input case, we derive exact tail a...

متن کامل

Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue

In this paper we consider a single-server queue with Lévy input, and in particular its workload process (Qt)t≥0, focusing on its correlation structure. With the correlation function defined as r(t) := Cov(Q0,Qt)/VarQ0 (assuming the workload process is in stationarity at time 0), we first study its transform ∫ ∞ 0 r(t)e −θ tdt, both for the case that the Lévy process has positive jumps, and that...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Queueing Syst.

دوره 76  شماره 

صفحات  -

تاریخ انتشار 2014