Stationary analysis of fluid level dependent bounded fluid models

M. Gribaudo, M. Telek

Research output: Contribution to journalArticle

11 Citations (Scopus)

Abstract

In stochastic fluid models the drift at which the fluid level changes in the fluid buffer and the generator of the underlying process might depend on the discrete state of the system and on the fluid level itself. In this paper we analyse the stationary behaviour of finite buffer Markov fluid models in which the drift and the generator of the underlying continuous time Markov chain (CTMC) depends on both of these parameters. Especially, the case when the drift changes sign at a given fluid level is considered. This case requires a particular treatment, because at this fluid level probability mass might develop. When dealing with sign changes, new problems that were not addressed in previous works arises. The set of stationary equations is provided and a transformation of the unknowns is applied to obtain a solvable system description. Numerical examples introduce the behaviour of fluid systems with various discontinuities and sign changes of the drift.

Original languageEnglish
Pages (from-to)241-261
Number of pages21
JournalPerformance Evaluation
Volume65
Issue number3-4
DOIs
Publication statusPublished - Mar 1 2008

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Keywords

  • Stationary distribution
  • Stochastic fluid model

ASJC Scopus subject areas

  • Software
  • Modelling and Simulation
  • Hardware and Architecture
  • Computer Networks and Communications

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