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Shot-noise queueing models

Author

Listed:
  • Onno Boxma

    (Eindhoven University of Technology)

  • Michel Mandjes

    (University of Amsterdam)

Abstract

We provide a survey of so-called shot-noise queues: queueing models with the special feature that the server speed is proportional to the amount of work it faces. Several results are derived for the workload in an M/G/1 shot-noise queue and some of its variants. Furthermore, we give some attention to queues with general workload-dependent service speed. We also discuss linear stochastic fluid networks, and queues in which the input process is a shot-noise process.

Suggested Citation

  • Onno Boxma & Michel Mandjes, 2021. "Shot-noise queueing models," Queueing Systems: Theory and Applications, Springer, vol. 99(1), pages 121-159, October.
    • Handle: RePEc:spr:queues:v:99:y:2021:i:1:d:10.1007_s11134-021-09708-9
    DOI: 10.1007/s11134-021-09708-9
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    References listed on IDEAS

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    Cited by:

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    2. Hansjoerg Albrecher & Pablo Azcue & Nora Muler, 2023. "Optimal dividend strategies for a catastrophe insurer," Papers 2311.05781, arXiv.org.

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