Asymptotic analysis of a fluid model modulated by an M/M/1 queue

Authors
Knessl, Charles Dominici, Diego Ernesto
Citation
Knessl, Charles et Dominici, Diego Ernesto, Asymptotic analysis of a fluid model modulated by an M/M/1 queue, Advances in applied probability , 40(2), 2008, pp. 856-881
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
40
Issue
2
Year of publication
2008
Pages
856 - 881
Database
ACNP
SICI code
Abstract
We analyze asymptotically a differential-difference equation that arises in a Markov-modulated fluid model. We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular, the ray method and asymptotic matching are used.