Distribution of busy period in stochastic fluid models

Distribution of busy period in stochastic fluid models
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随机流体模型中繁忙期的分布

DOI:
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发表时间:
2001
期刊:
影响因子:
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通讯作者:
M. Telek
M. Telek
中科院分区:
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文献类型:
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作者:
N. Barbot;B. Sericola;M. Telek

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考虑了具有无限缓冲区的随机流体流模型的忙碌期,其中输入和输出速率由有限的齐次马尔可夫过程控制。我们推导出一个明确的表达式的忙碌期间的分布,我们得到一个算法来计算它具有良好的数值特性。* 这项工作得到了法国-匈牙利2000/2001年双边研究与发展方案的支助。
We consider the busy period in a stochastic fluid flow model with infinite buffer where the input and output rates are controlled by a finite homogeneous Markov process. We derive an explicit expression for the distribution of the busy period and we obtain an algorithm to compute it which exhibits nice numerical properties. *This work was supported by the French–Hungarian bilateral R&D program 2000/2001.