Name
Abstract | ||
|---|---|---|
This paper considers a stochastic fluid model of a buffer content process {X(t), t greater than or equal to 0} that depends on a finite-state, continuous-time Markov process {Z(t), t greater than or equal to 0} as follows: During the time-intervals when Z(t) is in state i, X(t) is a Brownian motion with drift mu(i), variance parameter sigma(i)(2) and a reflecting boundary at zero. This paper studies the steady-state analysis of the bivariate process {(X(t), Z(t)), t greater than or equal to 0} in terms of the eigenvalues and eigenvectors of a nonlinear matrix system. Algorithms are developed to compute the steady-state distributions as well as moments. Numerical work is reported to show that the variance parameter has a dramatic effect on the buffer content process. |
Year | DOI | Venue |
|---|---|---|
1995 | 10.1287/opre.43.1.77 | OPERATIONS RESEARCH |
Field | DocType | Volume |
Mathematical optimization,Markov process,Second-order fluid,Mathematical analysis,Matrix (mathematics),Fluid queue,Stochastic modelling,Reflected Brownian motion,Brownian motion,Eigenvalues and eigenvectors,Mathematics,Calculus | Journal | 43 |
Issue | ISSN | Citations |
1 | 0030-364X | 19 |
PageRank | References | Authors |
2.08 | 3 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| R. L. Karandikar | 1 | 38 | 5.47 |
| Vidyadhar G. Kulkarni | 2 | 539 | 60.15 |