Abstract
We consider a finite buffer fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input flow into the fluid queue is thus characterized by a Markov modulated input rate process and we derive, for a wide class of such input processes, a procedure for the computation of the stationary buffer content of the fluid queue and the stationary overflow probability. This approach leads to a numerically stable algorithm for which the precision of the result can be specified in advance.
Similar content being viewed by others
References
I. Adan and J. Resing, Simple analysis of a fluid queue driven by an M/M/1 queue, Queueing Systems 22 (1996) 171-174.
A. Berman and R.J. Plemmons, Nonnegative Matrices in the Mathematical Sciences (Academic Press, New York, 1979).
D. Mitra, Stochastic theory of a fluid model of producers and consumers coupled by a buffer, Adv. in Appl. Probab. 20 (1988) 646-676.
M.F. Neuts, Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach (Johns Hopkins Univ. Press., Baltimore and London, 1981).
S.M. Ross, Stochastic Processes (Wiley, New York, 1983).
B. Sericola and B. Tuffin, A fluid queue driven by a Markovian queue, Queueing Systems 31 (1999) 253-264.
T.E. Stern and A.I. Elwalid, Analysis of separable Markov-modulated rate models for informationhandling systems, Adv. in Appl. Probab. 23 (1991) 105-139.
Y. Takahashi, Asymptotic exponentiality of the tail of the waiting-time distribution in a PH/PH/c queue, Adv. in Appl. Probab. 13 (1981) 619-630.
E.A. van Doorn and W.R.W. Scheinhardt, A fluid queue driven by an infinite state birth–death process, in: Proc. of ITC'15, Washington, DC, June 1997.
J. Virtamo and I. Norros, Fluid queue driven by an M/M/1 queue, Queueing Systems 16 (1994) 373-386.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Sericola, B. A Finite Buffer Fluid Queue Driven by a Markovian Queue. Queueing Systems 38, 213–220 (2001). https://doi.org/10.1023/A:1010962516045
Issue Date:
DOI: https://doi.org/10.1023/A:1010962516045