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Performance Evaluation
Volume 57, Issue 2, June 2004, Pages 121-140
 
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doi:10.1016/j.peva.2003.10.003    
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Copyright © 2003 Elsevier B.V. All rights reserved.

Asymptotic solution of stochastic fluid models

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Hédi NabliE-mail The Corresponding Author

Département de Mathématique, Faculté des Sciences de Monastir, 5019, Monastir, Tunisia


Received 29 January 2001; 
Revised 3 September 2003. 
Available online 19 December 2003.

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

Article Outline

1. Introduction
2. Mathematical description
3. Model solution
3.1. Case |S|=2: explicit solution
3.2. Simple case
3.3. General case
4. Numerical examples
5. Conclusion
Acknowledgements
Appendix A. Proof of Theorem 3.3
Appendix B. Proof of Lemma 3.1
Appendix C. Proof of Lemma 3.2
References





Performance Evaluation
Volume 57, Issue 2, June 2004, Pages 121-140
 
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