Stability analysis of second-order fluid flow models in a stationary ergodic environment
Rabehasaina, Landy ; Sericola, Bruno
Ann. Appl. Probab., Tome 13 (2003) no. 1, p. 1449-1473 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
In this paper, we study the stability of a fluid queue with an infinite-capacity buffer. The input and service rates are governed by a stochastic process, called the environment process, and are allowed to depend on the fluid level in the buffer. The variability of the traffic is modeled by a Brownian motion and a local variance function, which also depends on the fluid level in the buffer. The behavior of this second-order fluid flow model is described by a reflected stochastic differential equation, and, under stationarity and ergodicity assumptions on the environment process, we obtain stability conditions for this general fluid queue.
Publié le : 2003-11-14
Classification:  Fluid queues,  Brownian motion,  reflected stochastic differential equations,  stability,  Lindley's equation,  60K25,  60G35,  60H20,  60H10 
@article{1069786505,
     author = {Rabehasaina, Landy and Sericola, Bruno},
     title = {Stability analysis of second-order fluid flow models in a stationary ergodic environment},
     journal = {Ann. Appl. Probab.},
     volume = {13},
     number = {1},
     year = {2003},
     pages = { 1449-1473},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1069786505}
}

Rabehasaina, Landy; Sericola, Bruno. Stability analysis of second-order fluid flow models in a stationary ergodic environment. Ann. Appl. Probab., Tome 13 (2003) no. 1, pp.  1449-1473. http://gdmltest.u-ga.fr/item/1069786505/