Moments Computation for General Markov Fluid Models

Hédi Nabli ()
Additional contact information
Hédi Nabli: University of Sfax

Methodology and Computing in Applied Probability, 2022, vol. 24, issue 3, 2055-2070

Abstract: Abstract This paper derives new algorithms for the computation of moments in general Markov fluid models. The first one is recursive: the nth moment is obtained from the preceding moment via a linear system. We show that these moments depend basically on buffer occupancy. Also, our approach proposes a unified code that does not distinguish between the case where the effective input rates matrix is invertible and the case where it is singular. The second algorithm is based on the matrix analytic method. These results are illustrated through numerical examples, where are considered server supporting multiple output rates. Keeping the traffic intensity constant, we study the impact of output rates management on the average fluid level.

Keywords: Markov process; Stochastic fluid models; Moments for random variables.; MSC 60J25; MSC 60K25; MSC 60J27; MSC 60K30 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11009-021-09903-4 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09903-4

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009

DOI: 10.1007/s11009-021-09903-4

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().