Analysis of tandem fluid queues

Małgorzata M. O'Reilly; Q-M. He; G. Horváth; Willem R.W. Scheinhardt; M. Telek

Analysis of tandem fluid queues

Małgorzata M. O'Reilly, Q-M. He (Editor), G. Horváth (Editor), Willem R.W. Scheinhardt, M. Telek (Editor)

Stochastic Operations Research

Research output: Contribution to conference › Paper › peer-review

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Abstract

We consider a model consisting of two fluid queues driven by the same background continuous-time Markov chain, such that the rates of change of the fluid in the second queue depend on whether the first queue is empty or not. We analyse this tandem model using operator-analytic methods.

Original language	Undefined
Pages	85-92
Number of pages	8
Publication status	Published - 28 Jun 2016
Event	9th International Conference on Matrix-Analytic Methods in Stochastic Models, MAM9 - Budapest, Hungary Duration: 28 Jun 2016 → 30 Jun 2016

Conference

Conference	9th International Conference on Matrix-Analytic Methods in Stochastic Models, MAM9
Period	28/06/16 → 30/06/16
Other	28-30 June 2016

Keywords

Tandem
Stochastic fluid model
EWI-27676
Limiting distribution
Markov Chain
Laplace-Stieltjes transform
Transient analysis
IR-104165

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Cite this

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title = "Analysis of tandem fluid queues",

abstract = "We consider a model consisting of two fluid queues driven by the same background continuous-time Markov chain, such that the rates of change of the fluid in the second queue depend on whether the first queue is empty or not. We analyse this tandem model using operator-analytic methods.",

keywords = "Tandem, Stochastic fluid model, EWI-27676, Limiting distribution, Markov Chain, Laplace-Stieltjes transform, Transient analysis, IR-104165",

author = "O'Reilly, {Ma{\l}gorzata M.} and Q-M. He and G. Horv{\'a}th and Scheinhardt, {Willem R.W.} and M. Telek",

year = "2016",

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AU - O'Reilly, Małgorzata M.

AU - Scheinhardt, Willem R.W.

A2 - He, Q-M.

A2 - Horváth, G.

A2 - Telek, M.

PY - 2016/6/28

Y1 - 2016/6/28

N2 - We consider a model consisting of two fluid queues driven by the same background continuous-time Markov chain, such that the rates of change of the fluid in the second queue depend on whether the first queue is empty or not. We analyse this tandem model using operator-analytic methods.

AB - We consider a model consisting of two fluid queues driven by the same background continuous-time Markov chain, such that the rates of change of the fluid in the second queue depend on whether the first queue is empty or not. We analyse this tandem model using operator-analytic methods.

KW - Tandem

KW - Stochastic fluid model

KW - EWI-27676

KW - Limiting distribution

KW - Markov Chain

KW - Laplace-Stieltjes transform

KW - Transient analysis

KW - IR-104165

M3 - Paper

SP - 85

EP - 92

T2 - 9th International Conference on Matrix-Analytic Methods in Stochastic Models, MAM9

Y2 - 28 June 2016 through 30 June 2016

ER -