ASYMPTOTIC ANALYSIS OF A FLUID MODEL MODULATED BY AN M/M/1 QUEUE

被引：0
|
作者：
Knessl, Charles [1 ]
Dominici, Diego Ernesto [2 ]
机构：
[1] Univ Illinois, Dept Math Stat & Comp Sci, Chicago, IL 60680 USA
[2] SUNY Albany, Dept Math, New Paltz, NY 12561 USA
来源：
ADVANCES IN APPLIED PROBABILITY | 2008年 / 40卷 / 03期
关键词：
Fluid queue; asymptotics; M/M/1; queue; ray method;
D O I：
10.1239/aap/1222868189
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We analyze asymptotically a differential-difference equation that arises in a Markov-modulated fluid model. We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular, the ray method and asymptotic matching are used.
引用
收藏
页码：856 / 881
页数：26
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