Stationary Analysis of a Fluid Queue with Input Rate Varying as an Ornstein–Uhlenbeck Process

DOI10.1137/0151041zbMath0725.60110OpenAlexW2002417115MaRDI QIDQ5203472

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 transformFokker-Planck equationOrnstein-Uhlenbeck processMarkov propertiesstationary probability distributionteletraffic problems

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Functional equations in the complex plane, iteration and composition of analytic functions of one complex variable (30D05) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (6)

Effective bandwidths for Markov regenerative sources ⋮ Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources ⋮ A Gaussian fluid model ⋮ Simulation of the Asymptotic Constant in Some Fluid Models ⋮ Mean completion time for a randomly varying rate of work ⋮ Performance of an ATM multiplexer queue in the fluid approximation using the Beneš approach

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