Performance measures of a multi-layer Markovian fluid model

Nigel Bean () and Małgorzata O’Reilly ()

Annals of Operations Research, 2008, vol. 160, issue 1, 99-120

Abstract: Our goal is to model the behaviour of the fluid in a buffer with threshold controls with a wide range of behaviour possible at the boundaries. To model this, we consider a class of Markovian fluid flow models with several layers, each with their own parameters, separated by boundaries. The behaviour of the fluid at each boundary is modelled by parameters unique to that boundary. We derive the Laplace-Stieltjes transforms of time-related performance measures of this model. This is illustrated with numerical examples. All results are obtained via techniques within the fluid flow environment, and useful physical interpretations are presented. Copyright Springer Science+Business Media, LLC 2008

Keywords: Markovian fluid model; First return times; Sojourn times (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10479-007-0299-5

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