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

نویسندگان

  • Krzysztof Dȩbicki
  • Michel Mandjes
  • Miranda van Uitert
چکیده

In this paper 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 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 alphastable Lévy inputs. 2000 Mathematics Subject Classification: 60G51, 60K25

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تاریخ انتشار 2005