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 |
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Pages (from-to) | 1222-1233 |
Number of pages | 12 |
Journal | Journal of Applied Probability |
Volume | 57 |
Issue number | 4 |
DOIs | |
State | Published - Dec 2020 |
Bibliographical note
Publisher Copyright:© Applied Probability Trust 2020.
Keywords
- Lévy driven queues
- decomposition
- synchronized Lévy queues