A fluid queue driven by a Markovian queue

A fluid queue driven by a Markovian queue

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Article ID: iaor20003186
Country: Netherlands
Volume: 31
Issue: 3/4
Start Page Number: 253
End Page Number: 264
Publication Date: Jan 1999
Journal: Queueing Systems
Authors: ,
Keywords: markov processes
Abstract:

We consider an infinite buffer fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input is characterised by a Markov modulated rate process. We derive a new approach for the computation of the stationary buffer content. This approach leads to a numerically stable algorithm for which the precision of the result can be given in advance.

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