Abstract
We consider a multivariate Lévy process where the first coordinate is a Lévy process with no negative jumps which is not a subordinator and the others are non-decreasing. 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.
| Original language | English |
|---|---|
| Pages (from-to) | 1222-1233 |
| Number of pages | 12 |
| Journal | Journal of Applied Probability |
| Volume | 57 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 2020 |
Keywords
- Lévy driven queues
- decomposition
- synchronized Lévy queues
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty