An approximation method for complete solutions of Markov-modulated fluid models

Citation
D. Mcdonald et K. Qian, An approximation method for complete solutions of Markov-modulated fluid models, QUEUEING S, 30(3-4), 1998, pp. 365-384
Citations number
16
Categorie Soggetti
Engineering Mathematics
Journal title
QUEUEING SYSTEMS
ISSN journal
02570130 → ACNP
Volume
30
Issue
3-4
Year of publication
1998
Pages
365 - 384
Database
ISI
SICI code
0257-0130(1998)30:3-4<365:AAMFCS>2.0.ZU;2-G
Abstract
This paper presents an approximation method for numerically solving general Markov-modulated fluid models which are widely used in modelling communica tions and computer systems. We show how the superposition of a group of het erogeneous sources (normally modeled by a multidimensional Markov process) can be approximated by a one-dimensional Markov process, which is then used as the modulating process of the buffer content process. The method effect ively reduces the computation that is usually required to find exact (or as ymptotic) solutions of fluid models. While this method is general, we focus our discussion on the models with only ON/OFF traffic sources. Numerous nu merical results are provided to show the accuracy of the approximation.