Stationary Analysis of a Fluid Queue with Input Rate Varying as an Ornstein–Uhlenbeck Process

DOI10.1137/0151041MaRDI QIDQ5203472zbMATH OpenOpenAlexFDO

Authors Alain Simonian

Publication date 1991

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

Full work available at URL https://doi.org/10.1137/0151041

zbMATH Keywords

Fokker-Planck equationFourier transformMarkov propertiesOrnstein-Uhlenbeck processstationary probability distributionteletraffic problems

Mathematics Subject Classification ID

Functional equations in the complex plane, iteration and composition of analytic functions of one complex variable (30D05) Initial-boundary value problems for second-order parabolic equations (35K20) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cited in

(10)

• Performance of an ATM multiplexer queue in the fluid approximation using the Beneš approach
• Effective bandwidths for Markov regenerative sources
• A Gaussian fluid model
• Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
• Mean completion time for a randomly varying rate of work
• Transient and Stationary Distributions for Fluid Queues and Input Processes with a Density
• Simulation of the Asymptotic Constant in Some Fluid Models
• Asymptotic Analysis of A Backward-Forward Parabolic Problem for Data-Handling Systems
• Time-Dependent Behavior of Fluid Buffer Models with Markov Input and Constant Output Rates
• Stationary Solution of a Fluid Queue Driven by a Queue with Chain Sequence Rates and Controlled Input

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