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arXiv:2007.03369 [math.PR]AbstractReferencesReviewsResources

A 2$\times$2 random switching model and its dual risk model

Anita Behme, Philipp Lukas Strietzel

Published 2020-07-07Version 1

In this article a special case of an M/G/2-queue is considered, where the two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model the asymptotic behaviour 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 M/G/2-queue for which the asymptotic behaviour of different ruin probabilities is determined.

Comments: 28 pages, 6 figures
Categories: math.PR
Subjects: 60K25, 94C11, 60G10, 91G05
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