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On Lévy-driven vacation models with correlated busy periods and service interruptions

机译:具有相关繁忙时间和服务中断的由Lévy驱动的假期模型

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摘要

This paper considers queues with server vacations, but departs from the traditional setting in two ways: (i) the queueing model is driven by Lévy processes rather than just compound Poisson processes; (ii) the vacation lengths depend on the length of the server’s preceding busy period. Regarding the former point: the Lévy process active during the busy period is assumed to have no negative jumps, whereas the Lévy process active during the vacation is a subordinator. Regarding the latter point: where in a previous study (Boxma et al. in Probab. Eng. Inf. Sci. 22:537-555, 2008) the durations of the vacations were positively correlated with the length of the preceding busy period, we now introduce a dependence structure that may give rise to both positive and negative correlations. We analyze the steady-state workload of the resulting queueing (or: storage) system, by first considering the queue at embedded epochs (viz. the beginnings of busy periods). We show that this embedded process does not always have a proper stationary distribution, due to the fact that there may occur an infinite number of busy-vacation cycles in a finite time interval; we specify conditions under which the embedded process is recurrent. Fortunately, irrespective of whether the embedded process has a stationary distribution, the steady-state workload of the continuous-time storage process can be determined. In addition, a number of ramifications are presented. The theory is illustrated by several examples.
机译:本文考虑了具有服务器休假的队列,但是从两个方面偏离了传统设置:(i)排队模型由Lévy流程驱动,而不仅仅是复合Poisson流程; (ii)休假时间长短取决于服务器上一个繁忙时段的时间长短。关于前一点:假设在繁忙时期活跃的Lévy过程没有负跳动,而在假期活跃的Lévy过程是从属者。关于后一点:在先前的研究中(Boxma等人,Probab。Eng。Inf。Sci。22:537-555,2008年),休假的持续时间与前一个繁忙时段的长度呈正相关,我们现在介绍一种依赖关系结构,它可能会引起正相关和负相关。通过首先考虑嵌入式时期(即繁忙时期的开始)的队列,我们​​分析了所得排队(或存储)系统的稳态工作量。我们表明,由于在有限的时间间隔内可能出现无数个忙碌-休假周期,因此这种嵌入式过程并不总是具有适当的平稳分布。我们指定了嵌入式过程重复出现的条件。幸运的是,无论嵌入式过程是否具有固定分布,都可以确定连续时间存储过程的稳态工作量。另外,提出了许多分支。几个例子说明了这一理论。

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