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

  • Authors:
  • Offer Kella;Onno Boxma;Michel Mandjes

  • Affiliations:
  • Department of Statistics, The Hebrew University of Jerusalem, Jerusalem, Israel 91905;EURANDOM and Department of Mathematics and Computer Science, Eindhoven University of Technology, Eindhoven, The Netherlands 5600 MB;Korteweg-de Vries Institute for Mathematics, The University of Amsterdam, Amsterdam, The Netherlands 1018 TV and CWI, Amsterdam, The Netherlands 1090 GB and EURANDOM, Eindhoven, The Netherlands 56 ...

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2010

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Abstract

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.