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

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)

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Cited in

(10)

• 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
• Transient and Stationary Distributions for Fluid Queues and Input Processes with a Density
• 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
• Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
• Effective bandwidths for Markov regenerative sources
• A Gaussian fluid model
• Mean completion time for a randomly varying rate of work
• Simulation of the Asymptotic Constant in Some Fluid Models

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