Author:
Debicki Krzysztof,Mandjes Michel,van Uitert Miranda
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 α-stable Lévy inputs.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
13 articles.
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