Hostname: page-component-586b7cd67f-dsjbd Total loading time: 0 Render date: 2024-11-28T16:59:05.282Z Has data issue: false hasContentIssue false

ON A GENERIC CLASS OF LÉVY-DRIVEN VACATION MODELS

Published online by Cambridge University Press:  21 December 2009

Onno Boxma
Affiliation:
Eurandom and Department of Mathematics and Computer Science, Eindhoven University of Technology, 5600 MB Eindhoven, The Netherlands E-mail: [email protected]
Offer Kella
Affiliation:
Department of Statistics, The Hebrew University of Jerusalem, Mount Scopus, Jerusalem 91905, Israel E-mail: [email protected]
Michel Mandjes
Affiliation:
Korteweg-de Vries Institute for Mathematics, The University of Amsterdam, Science Park 904, 1098 TV Amsterdam, The Netherlands E-mail: [email protected]

Abstract

This article analyzes a generic class of queuing systems with server vacation. The special feature of the models considered is that the duration of the vacations explicitly depends on the buffer content evolution during the previous active period (i.e., the time elapsed since the previous vacation). During both active periods and vacations, the buffer content evolves as a Lévy process. For two specific classes of models, the Laplace–Stieltjes transform of the buffer content distribution at switching epochs between successive vacations and active periods, and in steady state, is derived.

Type
Research Article
Copyright
Copyright © Cambridge University Press 2009

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Asmussen, S. (2003). Applied probability and queues. New York: Springer.Google Scholar
2.Boxma, O.J., Mandjes, M. & Kella, O. (2008). On a queueing model with service interruptions. Probability in the Engineering and Informational Sciences 22: 537555.CrossRefGoogle Scholar
3.Doshi, B.T. (1986). Queueing systems with vacations: a survey. Queueing Systems 1: 2966.CrossRefGoogle Scholar
4.Doshi, B.T. (1990). Single server queues with vacations. In Stochastic analysis of computer and communication systems. Amsterdam: Takagi, H. (ed.), North-Holland, pp. 217265.Google Scholar
5.Feinberg, E.A. & Kella, O. (2002). Optimality of D-policies for an M/G/1 queue with a removable server. Queueing Systems 42: 355376.CrossRefGoogle Scholar
6.Kella, O. (1998). An exhaustive Lévy storage process with intermittent output. Stochastic Models 14: 979992.CrossRefGoogle Scholar
7.Kella, O., Boxma, O.J. & Mandjes, M. (2009). On Levy-driven vacation models with correlated busy periods and service interruptions. Submitted.Google Scholar
8.Sato, K. (1999). Lévy processes and infinitely divisible distributions, Cambridge: Cambridge University Press.Google Scholar
9.Takagi, H. (1991). Queueing analysis. Vol. 1: Vacation and priority systems. Amsterdam: North-Holland.Google Scholar
10.Takagi, H. (2000). Analysis and application of polling models. In Haring, G., Lindemann, C. & Reiser, M. (eds.), Performance evaluation: Origins and directions, Lecture Notes in Computer Science, Vol. 1769. Berlin: Springer-Verlag, pp. 423442.Google Scholar
11.Vishnevskii, V. & Semenova, O. (2006). Mathematical methods to study polling systems. Automation and Remote Control 67: 173220.CrossRefGoogle Scholar