Asymptotic analysis of a fluid model modulated by an M/M/1 queue

DOI10.1239/AAP/1222868189zbMATH Open1155.60041arXiv0802.4434OpenAlexW1971173995MaRDI QIDQ3535656FDOQ3535656

Charles Knessl, Diego Dominici

Publication date: 13 November 2008

Published in: Advances in Applied Probability (Search for Journal in Brave)

Abstract: We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular, the ray method and asymptotic matching are used.

Full work available at URL: https://arxiv.org/abs/0802.4434

zbMATH Keywords

asymptoticsfluid queueM/M/1 queueray method

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)

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Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Simple analysis of a fluid queue driven by an \(M/M/1\) queue

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