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Discrete storage processes and their Poisson flow and fluid flow approximations

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Abstract

Consider discrete storage processes that are modulated by environmental processes. Environmental processes cause interruptions in the input and/or output processes of the discrete storage processes. Due to the difficulties encountered in the exact analysis of such discrete storage systems, often Poisson flow and/or fluid flow models with the same modulating environmental processes are proposed as approximations for these systems. The analysis of Poisson flow and fluid flow models is much easier than that of the discrete storage processes. In this paper we give sufficient conditions under which the content of the discrete storage processes can be bounded by the Poisson flow and the fluid flow models. For example, we show that Poisson flow models and the fluid flow models developed by Kosten (and by Anick, Mitra and Sondhi) can be used to bound the performance of infinite (finite) source packetized voice/data communication systems. We also show that a Poisson flow model and the fluid flow model developed by Mitra can be used to bound the buffer content of a two stage automatic transfer line. The potential use of the bounding techniques presented in this paper, of course, transcends well beyond these examples.

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Supported in part by NSF grant DMS-9308149.

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Ott, T.J., Shanthikumar, J.G. Discrete storage processes and their Poisson flow and fluid flow approximations. Queueing Syst 24, 101–136 (1996). https://doi.org/10.1007/BF01149082

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