Stability analysis of second-order fluid flow models in a stationary ergodic environment

被引:0
|
作者
Rabehasaina, L [1 ]
Sericola, B [1 ]
机构
[1] IRISA INRIA, F-35042 Rennes, France
关键词
fluid queues; Brownian motion; reflected stochastic differential equations; stability; Lindley's equation;
D O I
暂无
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
In this paper, we study the stability of a fluid queue with an infinite-capacity buffer. The input and service rates are governed by a stochastic process, called the environment process, and are allowed to depend on the fluid level in the buffer. The variability of the traffic is modeled by a Brownian motion and a local variance function, which also depends on the fluid level in the buffer. The behavior of this second-order fluid flow model is described by a reflected stochastic differential equation, and, under stationarity and ergodicity assumptions on the environment process, we obtain stability conditions for this general fluid queue.
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页码:1449 / 1473
页数:25
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