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Article overview
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L'evy-driven Fluid Queue with Server Breakdowns and Vacations | Jinbiao Wu
; Zaiming Liu
; Yi Peng
; | Date: |
13 Jun 2015 | Abstract: | In this paper, we consider a L’evy-driven fluid queueing system where the
server may subject to breakdowns and repairs. In addition, the server will
leave for a vacation each time when he finds an empty system. We cast the
queueing process as a L’evy process modified to have random jumps at two
classes of stopping times. By using the Kella-Whitt martingale method, we
obtain the limiting distribution of the virtual waiting time process. Moreover,
we investigate the busy period, the correlation structure and the stochastic
decomposition properties. These results may be generalized to L’evy processes
with multi-class jump inputs or L’evy-driven queues with multiple input
classes. | Source: | arXiv, 1506.4244 | Services: | Forum | Review | PDF | Favorites |
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