Copyright © 2003 Elsevier B.V. All rights reserved.
Asymptotic solution of stochastic fluid models
Received 29 January 2001;
Abstract
We study the asymptotic behavior of fluid models with input and output rates modulated by a finite state irreducible Markov chain. Several methods have been proposed for the computation of the stationary distribution of buffer content. In this paper, we propose a new method based on recurrence relations for general fluid models. The main advantage of this method is its numerical stability, since it only deals with a non-increasing sequence of positive numbers bounded by 1. We apply this method to a stochastic fluid model and we interpret the numerical results.
Author Keywords: Fluid models; Markov process; Steady-state analysis; Performability






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