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Transient analysis of Markov-fluid-driven queues

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Abstract

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.

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Correspondence to Michel Mandjes.

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Part of this work was done while M. Mandjes was at Stanford University, Stanford, CA 94305, USA.

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Es-Saghouani, A., Mandjes, M. Transient analysis of Markov-fluid-driven queues. TOP 19, 35–53 (2011). https://doi.org/10.1007/s11750-009-0078-3

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