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Article Dans Une Revue Journal of Applied Probability Année : 2006

Moments of a Markov-modulated, irreducible network of fluid queues.

Résumé

We study a network of fluid queues in which exogenous arrivals are modulated by a continuous-time Markov chain. Service rates in each queue are proportional to the queue size, and the network is assumed to be irreducible. The queue levels satisfy a linear, vector-valued differential equation. We obtain joint moments of the queue sizes recursively, and deduce the Laplace transform of the queue sizes in the stationary regime.

Dates et versions

hal-00488284 , version 1 (01-06-2010)

Identifiants

Citer

Landy Rabehasaina. Moments of a Markov-modulated, irreducible network of fluid queues.. Journal of Applied Probability, 2006, 43 (2), pp.510-522. ⟨10.1239/jap/1152413738⟩. ⟨hal-00488284⟩
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