A tandem queue with Lévy input: a new representation of the downstream queue length.

Authors
Publication date 2007
Journal Probability in the Engineering and Informational Sciences
Volume | Issue number 21 | 1
Pages (from-to) 83-107
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Abstract In this article we present a new representation for the steady-state distribution of the workload of the second queue in a two-node tandem network. It involves the difference of two suprema over two adjacent intervals. In the case of spectrally positive Lévy input, this enables us to derive the Laplace transform and Pollaczek-Khintchine representation of the workload of the second queue. Additionally, we obtain the exact distribution of the workload in the case of Brownian and Poisson input, as well as some insightful formulas representing the exact asymptotics for [alpha]-stable Lévy inputs.
Document type Article
Published at https://doi.org/10.1017/S0269964807070064
Published at http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=601004&fulltextType=RA&fileId=S0269964807070064
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