• Medientyp: E-Artikel
  • Titel: A 2×2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2~{\times }~2$$\end{document} random switching model and its dual risk model
  • Beteiligte: Behme, Anita [VerfasserIn]; Strietzel, Philipp Lukas [VerfasserIn]
  • Erschienen: New York, NY: Springer US, 2021
  • Sprache: Englisch
  • DOI: https://doi.org/10.1007/s11134-021-09697-9
  • ISSN: 1572-9443
  • Schlagwörter: Bipartite network ; G10 ; Bivariate compound Poisson process ; K25 ; Queueing theory ; Coupled M/G/1-queues ; Ruin theory ; C11 ; Regular variation ; Random switch ; G05 ; Hitting probability
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  • Beschreibung: In this article, a special case of two coupled M/G/1-queues is considered, where two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model, the asymptotic behavior of the workload buffer exceedance probabilities for the two single servers/both servers together/one (unspecified) server is determined. Hereby, one has to distinguish between jobs that are either heavy-tailed or light-tailed. The results are derived via the dual risk model of the studied coupled M/G/1-queues for which the asymptotic behavior of different ruin probabilities is determined.
  • Zugangsstatus: Freier Zugang
  • Rechte-/Nutzungshinweise: Namensnennung (CC BY) Namensnennung (CC BY)