The superposition of alternating on-off flows and a fluid model
Palmowski, Zbigniew ; Rolski, Tomasz
Ann. Appl. Probab., Tome 8 (1998) no. 1, p. 524-540 / Harvested from Project Euclid
An on-off process is a 0-1 process $\xi_t$ in which consecutive 0-periods ${T_{0, n}}$ alternate with 1-periods ${T_{1, n}}(n = 1, 2,\dots)$. The on and off time sequences are independent, each consisting of i.i.d. r.v.s. By the superposed flow, we mean the process $Z_t = \Sigma_{\ell=1}^N r^{\ell}\xi_t^{\ell}$, where $r^{\ell} > 0$ and ${\xi_t^1}, \dots,{\xi_t^N}$ are independent on-off flows. The process $\xi_t^{\ell}$ is not Markovian; however, with the age component $\eta_t^{\ell}$, the process $w_t^{\ell} = (\xi_t^{\ell}, \eta_t^{\ell})$ is a piecewise deterministic Markov process. In this paper we study the buffer content process for which the tail of its steady-state distribution $\Psi (b)$ fulfills inequality $C_- e^{\gammab} \leq \Psi (b) \leq C_+ e^{-\gammab}, where $\gamma > 0$ is the solution of some basic nonlinear system of equations.
Publié le : 1998-05-14
Classification:  Queueing fluid model,  exponential bound,  $on-off$ flow,  superposition of $on-off$ flows,  generator,  60K25,  68M20,  90B22
@article{1028903537,
     author = {Palmowski, Zbigniew and Rolski, Tomasz},
     title = {The superposition of alternating on-off flows and a fluid
		 model},
     journal = {Ann. Appl. Probab.},
     volume = {8},
     number = {1},
     year = {1998},
     pages = { 524-540},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1028903537}
}
Palmowski, Zbigniew; Rolski, Tomasz. The superposition of alternating on-off flows and a fluid
		 model. Ann. Appl. Probab., Tome 8 (1998) no. 1, pp.  524-540. http://gdmltest.u-ga.fr/item/1028903537/