Fluid queues and mountain processes

This paper is devoted to the analysis of a fluid queue with a buffer content that varies linearly during periods that are governed by a three-state semi-Markov process. Two cases are being distinguished: (i) two upward slopes and one downward slope, and (ii) one upward slope and two downward slopes. In both cases, at least one of the period distributions is allowed to be completely general. We obtain exact results for the buffer content distribution, the busy period distribution, and the distribution of the maximal buffer content during a busy period. The results are obtained by establishing relations between the fluid queues and ordinary queues with instantaneous input and by using level crossing theory.

[1]  L. Rogers Fluid Models in Queueing Theory and Wiener-Hopf Factorization of Markov Chains , 1994 .

[2]  Ward Whitt,et al.  A Storage Model with a Two-State Random Environment , 1992, Oper. Res..

[3]  D. Mitra,et al.  Stochastic theory of a data-handling system with multiple sources , 1982, The Bell System Technical Journal.

[4]  David Perry,et al.  CONTINUOUS PRODUCTION/INVENTORY MODEL WITH ANALOGY TO CERTAIN QUEUEING AND DAM MODELS , 1989 .

[5]  Hong Chen,et al.  A Fluid Model for Systems with Random Disruptions , 1992, Oper. Res..

[6]  Samuli Aalto Output of a multiplexer loaded by heterogeneous on-off sources , 1998 .

[7]  Vincent Hodgson,et al.  The Single Server Queue. , 1972 .

[8]  Vidyadhar G. Kulkarni,et al.  Fluid models for single buffer systems , 1998 .

[9]  Micheal Rubinovitch The output of a buffered data communication system , 1973 .

[10]  N. U. Prabhu,et al.  Stochastic Storage Processes , 1980 .

[11]  David Perry,et al.  ON A DUALITY BETWEEN A NON-MARKOVIAN STORAGE/PRODUCTION PROCESS AND A MARKOVIAN DAM PROCESS WITH STATE-DEPENDENT INPUT AND OUTPUT , 1989 .

[12]  Jacob Cohen,et al.  On up- and downcrossings , 1977, Journal of Applied Probability.

[13]  H. Kaspi,et al.  The stochastic behavior of a buffer with non-identical input lines , 1975 .

[14]  Onno J. Boxma,et al.  Fluid queues with long-tailed activity period distributions , 1997, Comput. Commun..

[15]  Samuli Aalto Characterization of the output rate process for a Markovian storage model , 1998 .

[16]  Onno Boxma,et al.  The workload in the M/G/1 queue with work removal , 1995 .

[17]  Onno J. Boxma,et al.  The busy period in the fluid queue , 1998, SIGMETRICS '98/PERFORMANCE '98.

[18]  David Perry,et al.  On cycle maxima, first passage problems and extreme value theory for queues , 1992 .

[19]  Antoine-S Bailly,et al.  Science régionale - Walter Isard, Introduction to régional science. Englewood Cliffs (NJ), Prentice-Hall, 1975 , 1975 .

[20]  J. W. Cohen Superimposed renewal processes and storage with gradual input , 1974 .