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

DOI10.1016/J.ORL.2017.10.012MaRDI QIDQ6284395arXivFDO

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

Publication date 16 March 2017

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

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.

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