Copyright © 2007 Elsevier Ltd All rights reserved.
Received 21 July 2004;
Abstract
In stochastic fluid models the drift at which the fluid level changes in the fluid buffer and the generator of the underlying process might depend on the discrete state of the system and on the fluid level itself. In this paper we analyse the stationary behaviour of finite buffer Markov fluid models in which the drift and the generator of the underlying continuous time Markov chain (CTMC) depends on both of these parameters. Especially, the case when the drift changes sign at a given fluid level is considered. This case requires a particular treatment, because at this fluid level probability mass might develop. When dealing with sign changes, new problems that were not addressed in previous works arises. The set of stationary equations is provided and a transformation of the unknowns is applied to obtain a solvable system description. Numerical examples introduce the behaviour of fluid systems with various discontinuities and sign changes of the drift.
Keywords: Stochastic fluid model; Stationary distribution
Article Outline
- 1. Introduction
- 2. Related works
- 3. Stationary description of fluid models with single finite fluid buffer
- 4. Boundaries and discontinuities
- 5. The number of equations and unknowns
- 6. Modified system of equations
- 6.1. Continuous pieces
- 6.2. Discontinuities
- 6.3. Boundary conditions
- 6.4. Properties of
and
- 7. Set of equations
- 8. Extension to states with zero rate
- 8.1. Considering zero states between the discontinuities
- 8.2. Zero states at the discontinuities
- 8.3. Number of equations
- 8.4. Set of linear equations
- 9. Normalizing condition
- 10. Numerical example
- 11. Conclusion
- References
- Vitae






E-mail Article
Add to my Quick Links

Cited By in Scopus (0)








