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

DOI10.1137/0151041zbMATH Open0725.60110OpenAlexW2002417115MaRDI QIDQ5203472FDOQ5203472

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

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zbMATH Keywords

Fourier transformOrnstein-Uhlenbeck processFokker-Planck equationMarkov propertiesstationary probability distributionteletraffic problems

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) 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)

Cited In (10)

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

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