Transient analysis of Markov-fluid-driven queues

A. Es-Saghouani, M.R.H. Mandjes

Research output: Book/ReportReportAcademic

Abstract

In this paper we study two transient characteristics of a Markov-fluid-driven queue, viz., the busy period and the covariance function of the workload process. Both metrics are captured in terms of their Laplace transforms. Relying on sample-path large deviations we also identify the logarithmic asymptotics of the probability that the busy period lasts longer than t, as t \to\infty. Examples are included that illustrate the theory.
Original languageEnglish
Place of PublicationAmsterdam
PublisherCentrum voor Wiskunde en Informatica
Number of pages19
Publication statusPublished - 2008

Publication series

NameCWI Report
VolumePNA-R0808

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