The Annals of Applied Probability

The superposition of alternating on-off flows and a fluid model

Zbigniew Palmowski and Tomasz Rolski
Source: Ann. Appl. Probab. Volume 8, Number 2 (1998), 524-540.

Abstract

An on-off process is a 0-1 process $\xi_t$ in which consecutive 0-periods ${T_{0, n}}$ alternate with 1-periods ${T_{1, n}}(n = 1, 2,\dots)$. The on and off time sequences are independent, each consisting of i.i.d. r.v.s. By the superposed flow, we mean the process $Z_t = \Sigma_{\ell=1}^N r^{\ell}\xi_t^{\ell}$, where $r^{\ell} > 0$ and ${\xi_t^1}, \dots,{\xi_t^N}$ are independent on-off flows. The process $\xi_t^{\ell}$ is not Markovian; however, with the age component $\eta_t^{\ell}$, the process $w_t^{\ell} = (\xi_t^{\ell}, \eta_t^{\ell})$ is a piecewise deterministic Markov process. In this paper we study the buffer content process for which the tail of its steady-state distribution $\Psi (b)$ fulfills inequality $C_- e^{\gammab} \leq \Psi (b) \leq C_+ e^{-\gammab}, where $\gamma > 0$ is the solution of some basic nonlinear system of equations.

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Primary Subjects: 60K25
Secondary Subjects: 68M20, 90B22
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aoap/1028903537
Mathematical Reviews number (MathSciNet): MR1624957
Digital Object Identifier: doi:10.1214/aoap/1028903537
Zentralblatt MATH identifier: 0942.60089

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