The superposition of alternating on-off flows and a fluid model (Q1296744)

Consider a fluid model where the input rate \(Z_t= \sum^N_1 r^k\xi^k_t\) is a superposition of \(N\) independent on-off flows (an on-off flow is a 0-1 alternating renewal process) and output is at a constant rate \(c\). The authors study the buffer content process \(\{X_t\}\) governed by the equation \[ {dX_t\over dt}= \begin{cases} Z_t-c,\quad & X_t>0,\\ (Z_t- c)_+,\quad & X_t= 0.\end{cases} \] It is shown that under certain conditions, the steady-state tail distribution \(\Psi(b)\) satisfies the inequality \(C_- e^{-\gamma b}\leq \Psi(b)\leq C_+ e^{-\gamma b}\), where \(\gamma\) is the solution of some basic system of nonlinear equations (BSNL). Formulae for \(C_-\) and \(C_+\) are also given. Sufficient conditions for the existence of a unique solution of BSNL are established. In the homogeneous case (identically distributed flows) numerical comparison of \(\gamma\) is provided.