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A $$2~{\times }~2$$ 2 × 2 random switching model and its dual risk model

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  • Anita Behme

    (Technische Universität Dresden)

  • Philipp Lukas Strietzel

    (Technische Universität Dresden)

Abstract

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.

Suggested Citation

  • Anita Behme & Philipp Lukas Strietzel, 2021. "A $$2~{\times }~2$$ 2 × 2 random switching model and its dual risk model," Queueing Systems: Theory and Applications, Springer, vol. 99(1), pages 27-64, October.
    • Handle: RePEc:spr:queues:v:99:y:2021:i:1:d:10.1007_s11134-021-09697-9
    DOI: 10.1007/s11134-021-09697-9
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    References listed on IDEAS

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