CHARACTERIZATION OF THE OUTPUT RATE-PROCESS FOR A MARKOVIAN STORAGE MODEL

We consider storage models where the input rate and the demand are mod ulated by a Markov jump process. One particular example from teletraff ic theory is a fluid model of a multiplexer loaded by exponential on-o ff sources. Although the storage level process has been widely studied , little attention has been paid to the output rate process. We will s how that, under certain assumptions, there exists another Markov jump process that modulates the output rate. The modulating process is expl icitly constructed. It turns out to be a modification of a GI/G/1 queu eing process.