Infinite-and finite-buffer Markov fluid queues: a unified analysis

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dc.citation.epage569en_US
dc.citation.issueNumber2en_US
dc.citation.spage557en_US
dc.citation.volumeNumber41en_US
dc.contributor.authorAkar, N.en_US
dc.contributor.authorSohraby, K.en_US
dc.date.accessioned2016-02-08T10:26:51Z
dc.date.available2016-02-08T10:26:51Z
dc.date.issued2004en_US
dc.departmentDepartment of Electrical and Electronics Engineeringen_US
dc.description.abstractIn this paper, we study Markov fluid queues where the net fluid rate to a single-buffer system varies with respect to the state of an underlying continuous-time Markov chain. We present a novel algorithmic approach to solve numerically for the steady-state solution of such queues. Using this approach, both infinite- and finite-buffer cases are studied. We show that the solution of the infinite-buffer case is reduced to the solution of a generalized spectral divide-and-conquer (SDC) problem applied on a certain matrix pencil. Moreover, this SDC problem does not require the individual computation of any eigenvalues and eigenvectors. Via the solution for the SDC problem, a matrix-exponential representation for the steady-state queue-length distribution is obtained. The finite-buffer case, on the other hand, requires a similar but different decomposition, the so-called additive decomposition (AD). Using the AD, we obtain a modified matrix-exponential representation for the steady-state queue-length distribution. The proposed approach for the finite-buffer case is shown not to have the numerical stability problems reported in the literature.en_US
dc.identifier.doi10.1239/jap/1082999086en_US
dc.identifier.eissn1475-6072
dc.identifier.issn0021-9002
dc.identifier.urihttp://hdl.handle.net/11693/24279
dc.language.isoEnglishen_US
dc.publisherApplied Probability Trusten_US
dc.relation.isversionofhttp://dx.doi.org/10.1239/jap/1082999086en_US
dc.source.titleJournal of Applied Probabilityen_US
dc.subjectComputer networken_US
dc.subjectGeneralized Newton iterationen_US
dc.subjectMarkov fluid queueen_US
dc.subjectPerformance analysisen_US
dc.subjectSpectral divide-and-conquer problemen_US
dc.subjectStochastic fluid modelen_US
dc.titleInfinite-and finite-buffer Markov fluid queues: a unified analysisen_US
dc.typeArticleen_US
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