The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer

Authors
Citation
Ej. Ang et J. Barria, The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer, QUEUEING S, 35(1-4), 2000, pp. 263-287
Citations number
21
Categorie Soggetti
Engineering Mathematics
Journal title
QUEUEING SYSTEMS
ISSN journal
02570130 → ACNP
Volume
35
Issue
1-4
Year of publication
2000
Pages
263 - 287
Database
ISI
SICI code
0257-0130(2000)35:1-4<263:TMMRBM>2.0.ZU;2-3
Abstract
A second-order fluid flow model of a queue with finite capacity buffer and variable net input process is presented, based on the previous work of Kara ndikar and Kulkarni (1995). Queue length is modelled as a Brownian motion w hose parameters are controlled by a finite state Markov chain. The process, termed a Markov modulated regulated Brownian motion (MMRBM), provides anal ytical solutions for steady state queue length distributions, overflow loss es and idleness probabilities using boundary regulators. Applications of th e model include queues with failure-prone servers and ATM statistical multi plexers with variable traffic loads.