Abstract
We consider a queuing model with the workload evolving between consecutive i.i.d. exponential timers $\{e^{(i)}_q\}_{i=1,2,...}$ according to a spectrally positive L\'evy process $Y(t)$ which is reflected at 0. When the exponential clock $e^{(i)}_q$ ends, the additional state-dependent service requirement modifies the workload so that the latter is equal to $F_i(Y(e^{(i)}_q))$ at epoch $e^{(1)}_q + ... + e^{(i)}_q$ for some random nonnegative i.i.d. functionals $F_i$. In particular, we focus on the case when $F_i(y)=(B_i - y)^+$, where ${\{B_i\}}_{i=1,2,...}$ are i.i.d. nonnegative random variables. We analyse the steady-state workload distribution for this model.
Original language | English |
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Pages (from-to) | 1546-1564 |
Number of pages | 19 |
Journal | Stochastic processes and their applications |
Volume | 121 |
Issue number | 7 |
DOIs | |
Publication status | Published - 2011 |
Externally published | Yes |
Keywords
- Tail behaviour
- Storage models
- Clearing models
- Workload correction
- Invariant distributions