On the overflow time of a fluid model

Andreas Löpker ()
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Andreas Löpker: Helmut-Schmidt University

Mathematical Methods of Operations Research, 2016, vol. 84, issue 1, No 3, 59-92

Abstract: Abstract We consider a continuous time stochastic fluid model with alternating on- and off-periods. During on-periods the process increases linearly, during off periods there is an additional negative decrease rate, proportional to the content level. While the durations of the on-periods have an exponential distribution we allow for general distributions for the durations of the off-periods. We study the overflow time of the system and its behavior as the overflow level tends to infinity. Such systems can be related to queuing systems which switch between a one-server mode and phases with infinitely many available servers.

Keywords: On/off system; Dam model; Reservoir; Fluid model; Fluid queue; Storage model; Overflow time; Asymptotics (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s00186-016-0534-4

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