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^*

^*Corresponding author for this work

Department of Statistics

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

7 Scopus citations

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

Bibliographical 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.

Keywords

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

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10.1007/s11134-013-9378-2

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

Abstract

Bibliographical note

Keywords

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