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Matrix-analytic methods for fluid queues with finite buffers

par Da Silva Soares, Ana ;Latouche, Guy
Référence Performance Evaluation, 63, page (295-314)
Publication Publié, 2006

Article révisé par les pairs

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Résumé :

The application of matrix-analytic methods to the resolution of fluid queues has shown a close connection to discrete-state quasi-birth-and-death (QBD) processes. We further explore this similarity and analyze a fluid queue with finite buffer. We show, using a renewal approach, that the stationary distribution is expressed as a linear combination of two matrix-exponential terms. We briefly indicate how these terms may be computed in an efficient and numerically stable manner. © 2006 Elsevier B.V. All rights reserved.