Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue
Probability
2008-03-03 v1 Classical Analysis and ODEs
Abstract
We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular, the ray method and asymptotic matching are used.
Cite
@article{arxiv.0802.4434,
title = {Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue},
author = {Charles Knessl and Diego Dominici},
journal= {arXiv preprint arXiv:0802.4434},
year = {2008}
}
Comments
37 pages, 5 figures