Decomposition results for stochastic storage processes and queues with alternating Lévy inputs

Onno Boxma; Offer Kella

doi:10.1007/s11134-013-9378-2

Decomposition results for stochastic storage processes and queues with alternating Lévy inputs

Onno Boxma, Offer Kella

Department of Statistics

The Hebrew University of Jerusalem

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we generalize known workload decomposition results for Lévy queues with secondary jump inputs and queues with server vacations or service interruptions. Special cases are polling systems with either compound Poisson or more general Lévy inputs. Our main tools are new martingale results, which have been derived in a companion paper.

Original language	English
Pages (from-to)	97-112
Number of pages	16
Journal	Queueing Systems
Volume	77
Issue number	1
DOIs	https://doi.org/10.1007/s11134-013-9378-2
State	Published - May 2014

Keywords

Decomposition results
Kella-Whitt martingale
Lévy storage systems
Lévy-type processes
Queues with server vacations

All Science Journal Classification (ASJC) codes

Statistics and Probability
Computer Science Applications
Management Science and Operations Research
Computational Theory and Mathematics

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10.1007/s11134-013-9378-2

Cite this

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title = "Decomposition results for stochastic storage processes and queues with alternating L{\'e}vy inputs",

abstract = "In this paper we generalize known workload decomposition results for L{\'e}vy queues with secondary jump inputs and queues with server vacations or service interruptions. Special cases are polling systems with either compound Poisson or more general L{\'e}vy inputs. Our main tools are new martingale results, which have been derived in a companion paper.",

keywords = "Decomposition results, Kella-Whitt martingale, L{\'e}vy storage systems, L{\'e}vy-type processes, Queues with server vacations",

author = "Onno Boxma and Offer Kella",

note = "Funding Information: Acknowledgments Offer Kella was Supported in part by Grant 1462/13 from the Israel Science Foundation, the Vigevani Chair in Statistics and visitor Grant No. 040.11.257 from The Netherlands Organisation for Scientific Research.",

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AB - In this paper we generalize known workload decomposition results for Lévy queues with secondary jump inputs and queues with server vacations or service interruptions. Special cases are polling systems with either compound Poisson or more general Lévy inputs. Our main tools are new martingale results, which have been derived in a companion paper.

KW - Decomposition results

KW - Kella-Whitt martingale

KW - Lévy storage systems

KW - Lévy-type processes

KW - Queues with server vacations

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M3 - مقالة

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IS - 1

ER -

Decomposition results for stochastic storage processes and queues with alternating Lévy inputs

Abstract

Keywords

All Science Journal Classification (ASJC) codes

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