Fluid queues to solve jump processes

✍ Scribed by Tessa Dzial; Lothar Breuer; Ana da Silva Soares; Guy Latouche; Marie-Ange Remiche

• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 298 KB
• Volume: 62
• Category: Article
• ISSN: 0166-5316
• DOI: 10.1016/j.peva.2005.07.013

✦ Synopsis

We consider systems which exhibit a mixture of smooth behavior and occasional jumps, controlled by continuoustime Markovian processes on a finite state space, and we call these fluid queues with jumps, thereby emphasizing the fact that they constitute a generalization of fluid queues. We characterize their stationary distribution in an algorithmically tractable way by constructing an auxiliary fluid queue without jumps. We give a few examples to illustrate the procedure and we analyze in detail a buffer model where bursts of high priority traffic interrupt the transmission of low priority files.