A Fluid Queue Driven by a Markovian Queue Bruno Sericola and Bruno Tuffin
نویسنده
چکیده
We consider a uid queue receiving its input from the output of a Marko-vian queue with nite or innnite waiting room. The input rate of the uid queue is characterized by a Markov modulated rate process. We derive a new approach for the computation of the stationary buuer content. This approach leads to a numerically stable algorithm for which the precision of the result can be given in advance. Une le d'attente uide pilot ee par une le d'attente Markovienne R esum e : On consid ere une le d'attente uide dont le ux d'entr ee est le ux de sortie d'une le d'attente Markovienne a capacit e nie ou innnie. Le processus d'entr ee est caract eris e par son taux, lui m^ eme modul e par un processus de Markov. Nous obtenons une nouvelle m ethode pour le calcul de la distribution stationnaire du contenu du tampon. Cette approche conduit a un algorithme num eriquement stable pour lequel la pr ecision peut ^ etre donn ee a l'avance. Mots cl es : File d'attente uide, le d'attente Markovienne, processus de Markov.
منابع مشابه
A fluid queue driven by a Markovian queue
We consider a uid queue receiving its input from the output of a Marko-vian queue with nite or innnite waiting room. The input rate of the uid queue is characterized by a Markov modulated rate process. We derive a new approach for the computation of the stationary buuer content. This approach leads to a numerically stable algorithm for which the precision of the result can be given in advance. ...
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