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

Onno Boxma, Offer Kella

Research output: Contribution to journalArticlepeer-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 languageAmerican English
Pages (from-to)97-112
Number of pages16
JournalQueueing Systems
Volume77
Issue number1
DOIs
StatePublished - 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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