Stability analysis of second-order fluid flow models in a stationary ergodic environment

Citation
Rabehasaina, Landy et Sericola, Bruno, Stability analysis of second-order fluid flow models in a stationary ergodic environment, Annals of applied probability , 13(4), 2003, pp. 1449-1473
ISSN journal
10505164
Volume
13
Issue
4
Year of publication
2003
Pages
1449 - 1473
Database
ACNP
SICI code
Abstract
In this paper, we study the stability of a fluid queue with an infinite-capacity buffer. The input and service rates are governed by a stochastic process, called the environment process, and are allowed to depend on the fluid level in the buffer. The variability of the traffic is modeled by a Brownian motion and a local variance function, which also depends on the fluid level in the buffer. The behavior of this second-order fluid flow model is described by a reflected stochastic differential equation, and, under stationarity and ergodicity assumptions on the environment process, we obtain stability conditions for this general fluid queue.