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
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.