Journal of Applied Probability

Busy periods in fluid queues with multiple emptying input states

A. J. Field and P. G. Harrison
Source: J. Appl. Probab. Volume 47, Number 2 (2010), 474-497.

Abstract

A semi-numerical method is derived to compute the Laplace transform of the equilibrium busy period probability density function in a fluid queue with constant output rate when the buffer is nonempty. The input process is controlled by a continuous-time semi-Markov chain (CTSMC) with n states such that in each state the input rate is constant. The holding time in states with net positive output rate - so-called emptying states - is assumed to be an exponentially distributed random variable, whereas in states with net positive input rate - so-called filling states - it may have an arbitrary probability distribution. The result is demonstrated by applying it to various systems, including fluid queues with two on-off input sources. The latter exercise in part shows consistency with prior results but also solves the problem in the case where there are two emptying states. Numerical results are presented for selected examples which expose discontinuities in the busy period distribution when the number of emptying states changes, e.g. as a result of increasing the fluid arrival rate in one or more states of the controlling CTSMC.

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Primary Subjects: 68U99
Secondary Subjects: 90C99
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1276784904
Digital Object Identifier: doi:10.1239/jap/1276784904
Zentralblatt MATH identifier: 05758482
Mathematical Reviews number (MathSciNet): MR2668501

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Journal of Applied Probability

Journal of Applied Probability