A note on martingale inequalities for fluid models

Zbigniew Palmowski and Tomasz Rolski

Statistics & Probability Letters, 1996, vol. 31, issue 1, 13-21

Abstract: We discuss how to prove exponential upper bounds for simple fluid models driven by a finite state CTMC. In particular, we consider the fluid model of Anick, Mitra and Sondhi, in which the fluid is generated by N independent 0-1 Markovian sources. We also give a result on a generalized eigenvector for fluid models driven by reversible CTMCs.

Keywords: Queueing; fluid; model; Buffer; content; Exponential; bound; Generalized; eigenvalue; problem (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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