Name
Abstract | ||
|---|---|---|
We consider a single buffer fluid system in which the instantaneous rate of change of the fluid is determined by the current state of a background stochastic process called "environment". When the fluid level hits zero, it instantaneously jumps to a predetermined positive level q. At the jump epoch the environment state can undergo an instantaneous transition. Between two consecutive jumps of the fluid level the environment process behaves like a continuous time Markov chain (CTMC) with finite state space. We develop methods to compute the limiting distribution of the bivariate process (buffer level, environment state). We also study a special case where the environment state does not change when the fluid level jumps. In this case we present a stochastic decomposition property which says that in steady state the buffer content is the sum of two independent random variables: one is uniform over [0,q], and the other is the steady-state buffer content in a standard fluid model without jumps. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1007/s11134-007-9037-6 | Queueing Syst. |
Keywords | Field | DocType |
Markov process,Stochastic fluid-flow system,Limiting distribution,Stochastic decomposition property,Uniform distribution,60J25,60J75,60K15 | Mathematical optimization,Random variable,Markov process,Continuous-time Markov chain,Uniform distribution (continuous),Stochastic process,Steady state,Jump,Mathematics,Asymptotic distribution | Journal |
Volume | Issue | ISSN |
56 | 2 | 0257-0130 |
Citations | PageRank | References |
8 | 0.78 | 5 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Vidyadhar G. Kulkarni | 1 | 539 | 60.15 |
| Keqi Yan | 2 | 18 | 1.54 |