Exact results for a fluid model with state-dependent flow rates

Autor(en): Kella, O
Stadje, W 
Stichwörter: Engineering; Engineering, Industrial; INTERMITTENT; Mathematics; Operations Research & Management Science; Statistics & Probability
Erscheinungsdatum: 2002
Herausgeber: CAMBRIDGE UNIV PRESS
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
Volumen: 16
Ausgabe: 4
Startseite: 389
Seitenende: 402
Zusammenfassung: 
We consider a modulated fluid system with a finite state-space Markov chain J(t) as modulating process and general state-dependent net input rates. We derive differential equations for the transient and the stationary distribution of (W-t, J(t)), where W-t is the content process, and the corresponding Laplace transforms with respect to time. Moreover, we study the level hitting times of W-t. Our results lead to explicit formulas in the case of two modulating states.
ISSN: 02699648
DOI: 10.1017/S0269964802164011

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