No label defined (Q4538822)

Realistic consideration of stochastic systems often requires introduction of a random environment, referred as Markov modulation, where system parameters are subjected to randomly occurring fluctuations. \textit{D. P. Gaver, P. A. Jacobs} and \textit{G. Latouche} [Adv. Appl. Probab. 16, 715-731 (1984; Zbl 0554.60079)] proposed an efficient computational approach for the analysis of a generalized structure involving finite-state space birth-and-death processes in a Markovian environment. \textit{T. E. Stern} and \textit{A. I. Elwalid} [ibid. 23, No. 1, 105-139 (1991; Zbl 0716.60114)] used Markov-modulated processes for analyzing some infinite source information systems. This paper deals with a first come first served queueing model to analyze the asymptotic behaviour of a heterogeneous finite-source communication system with a single processor. The sources and the processor are supposed to operate in independent random environment allowing the arrival and service processes to be Markov-modulated ones. Each message is characterized by its own exponentially distributed source and processing time with parameter depending on the state of the corresponding environment. Assuming that the arrival rates of messages are greater than their service rates (``fast'' arrival) it is shown that the time to the first system failure converges in distribution to an exponentially distributed random variable. Some examples are considered to illustrate the effectiveness of the method proposed by comparing the approximate results to the exact ones.