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: | Sericola Bruno, Tuffin Bruno |
Keywords: | markov processes |
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.