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doi:10.1016/j.peva.2007.06.027    
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Copyright © 2007 Elsevier Ltd All rights reserved.

Stationary analysis of fluid level dependent bounded fluid modelsstar, open

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M. Gribaudoa, Corresponding Author Contact Information, E-mail The Corresponding Author and M. Telekb, E-mail The Corresponding Author

aDipartimento di Informatica, Università di Torino, Torino, Italy

bDepartment of Telecommunications, Technical University of Budapest, Budapest, Hungary


Received 21 July 2004; 
revised 13 May 2007. 
Available online 4 July 2007.

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
4.1. Managing discontinuities
4.2. Boundary conditions
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 View the MathML source and View the MathML source
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













star, openThis work is partially supported by the Italian-Hungarian bilateral R&D programme and by OTKA grant n. T-34972.


Corresponding Author Contact InformationCorresponding author.

 
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