Perturbation analysis of Markov modulated fluid models

Fast Simulation of Markov Modulated Fluid Models

We consider fluid models consisting of finite buffers, constant capacities and input processes modulated by continuous time Markov chains. These models are continuous flow approximations for describing the actually discrete traffic and buffer behaviour in ATM networks. A main issue is to find good estimates of buffer overflow and loss probabilities when they are (very) small, i.e. of the order ...

Markov Modulated Linear Fluid

Markov Modulated Linear Fluid

Perturbation Analysis of Multiclass Stochastic Fluid Models

We use Stochastic Fluid Models (SFM) for control and optimization (rather than performance analysis) of communication networks, focusing on problems of admission control. We consider a SFM with an uncontrolled traffic class and a controlled traffic class subject to threshold-based admission control. We derive gradient estimators for packet loss and workload related performance metrics with resp...

Geometrical Optics Approach to Markov-Modulated Fluid Models

We analyze asymptotically a differential-difference equation, that arises in a Markovmodulated fluid model. Here there are N identical sources that turn on and off, and when on they generate fluid at unit rate into a buffer, which process the fluid at a rate c < N. In the steady state limit, the joint probability distribution of the buffer content and the number of active sources satisfies a sy...