English

Occupation times for the finite buffer fluid queue with phase-type ON-times

Probability 2017-10-23 v3

Abstract

In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed target level. We construct an alternating sequence of sojourn times D1,U1,...D_1,U_1,... where the pairs (Di,Ui)iN(D_i,U_i)_{i\in\mathbb{N}} are i.i.d. random vectors. We use this sequence to determine the distribution function of the occupation time in terms of its double transform.

Keywords

Cite

@article{arxiv.1703.05500,
  title  = {Occupation times for the finite buffer fluid queue with phase-type ON-times},
  author = {N. J. Starreveld and R. Bekker and M. Mandjes},
  journal= {arXiv preprint arXiv:1703.05500},
  year   = {2017}
}
R2 v1 2026-06-22T18:47:22.342Z