Transient analysis of Markov-fluid-driven queues

Abdelghafour Es-Saghouani ^[1] ; Michel Mandjes ^[1]
1. [1] Centrum Wiskunde & Informatica
  
  Centrum Wiskunde & Informatica
  
  Países Bajos
Localización: Top, ISSN-e 1863-8279, ISSN 1134-5764, Vol. 19, Nº. 1, 2011, págs. 35-53
Idioma: inglés
Enlaces
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Resumen
- In this paper we study two transient characteristics of a Markov-fluid-driven queue, viz., the busy period and the covariance function of the workload process. Both metrics are captured in terms of their Laplace transforms. Relying on sample-path large deviations, we also identify the logarithmic asymptotics of the probability that the busy period lasts longer than t, as t→∞. Examples illustrating the theory are included.