Transient and Stationary Distributions for Fluid Queues and Input Processes with a Density

DOI10.1137/0151088MaRDI QIDQ3989419zbMATH OpenOpenAlexFDO

Authors Alain Simonian, Jorma Virtamo

Publication date 28 June 1992

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0151088

zbMATH Keywords

Benes' formulas for queuesdiffusion processesfluid queue modelsOrnstein-Uhlenbeck processstationary distributionstelecommunications

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cited in

(15)

• Performance of an ATM multiplexer queue in the fluid approximation using the Beneš approach
• Palm calculus for a process with a stationary random measure and its applications to fluid queues
• Effective bandwidths for Markov regenerative sources
• A Gaussian fluid model
• Stochastic fluid model with jumps: the bounded model
• Density profiles of the exclusive queuing process
• HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL
• A fluid queue with perturbation
• Exact overflow asymptotics for queues with many Gaussian inputs
• Applications of fluid queues in rechargeable batteries
• Stationary Analysis of a Fluid Queue with Input Rate Varying as an Ornstein–Uhlenbeck Process
• Invariant Measures for Fluid Queues
• Exact transient solution of anM/M/1 driven fluid queue
• Joint distributions for interacting fluid queues
• Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues

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