Stationary analysis of a fluid queue driven by some countable state space Markov chain (Q2475267)
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| Language | Label | Description | Also known as |
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| English | Stationary analysis of a fluid queue driven by some countable state space Markov chain |
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Stationary analysis of a fluid queue driven by some countable state space Markov chain (English)
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11 March 2008
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In the paper, a general algorithm for computing the stationary distribution and related characteristics of an infinite buffer fluid queue driven by a Markov chain with a countable state of space, while controlling the error, is presented. The precise algorithms to compute the stationary buffer level distribution for particular classes of Markov chains such as quasi birth and death processes and \(GI/M/1\) type Markov chains are described in details.
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fluid queues
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Markov chains
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uniformization
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stationary regime
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numerical algorithm
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