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  • 标题:Lévy-driven polling systems and continuous-state branching processes
  • 本地全文:下载
  • 作者:Onno Boxma ; Jevgenijs Ivanovs ; Kamil Marcin Kosiński
  • 期刊名称:Stochastic Systems
  • 印刷版ISSN:1946-5238
  • 出版年度:2011
  • 卷号:1
  • 期号:2
  • 页码:411-436
  • DOI:10.1214/10-SSY008
  • 出版社:Institute for Operations Research and the Management Sciences (INFORMS), Applied Probability Society
  • 摘要:In this paper we consider a ring of N ≥ 1 queues served by a single server in a cyclic order. After having served a queue (according to a service discipline that may vary from queue to queue), there is a switch-over period and then the server serves the next queue and so forth. This model is known in the literature as a polling model.Each of the queues is fed by a non-decreasing Lévy process, which can be different during each of the consecutive periods within the server's cycle. The N-dimensional Lévy processes obtained in this fashion are described by their (joint) Laplace exponent, thus allowing for non-independent input streams. For such a system we derive the steady-state distribution of the joint workload at embedded epochs, i.e. polling and switching instants. Using the Kella-Whitt martingale, we also derive the steady-state distribution at an arbitrary epoch. Our analysis heavily relies on establishing a link between fluid (Lévy input) polling systems and multi-type Jiřina processes (continuous-state discrete-time branching processes). This is done by properly defining the notion of the branching property for a discipline, which can be traced back to Fuhrmann and Resing. This definition is broad enough to contain the most important service disciplines, like exhaustive and gated.
  • 关键词:Polling system; Lévy processes; branching processes
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