Occupation times for the finite buffer fluid queue with phase-type ON-times

DOI10.1016/J.ORL.2017.10.012arXiv1703.05500MaRDI QIDQ6284395FDOQ6284395

Authors: N. J. Starreveld, R. Bekker, M. R. H. Mandjes

Publication date: 16 March 2017

Abstract: In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed target level. We construct an alternating sequence of sojourn times

D_{1}, U_{1}, ...

where the pairs

(D_{i}, U_{i})_{i i n m a t h b b N}

are i.i.d. random vectors. We use this sequence to determine the distribution function of the occupation time in terms of its double transform.

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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