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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…

Probability · Mathematics 2017-10-23 N. J. Starreveld , R. Bekker , M. Mandjes

The tandem fluid queueing model is a useful tool for performance analysis and control design for a variety of transportation systems. In this article, we study the joint impact of stochastic capacity and spillback on the long-time…

Optimization and Control · Mathematics 2019-05-07 Li Jin , Saurabh Amin

The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…

Probability · Mathematics 2020-10-28 Yanting Chen , Xinwei Bai , Richard J. Boucherie , Jasper Goseling

This paper extends a stochastic theory for buffer fill distribution for multiple ``on'' and ``off'' sources to a mobile environment. Queue fill distribution is described by a set of differential equations assuming sources alternate…

Networking and Internet Architecture · Computer Science 2009-09-25 Stephen F. Bush , Sunil Jagannath , Joseph B. Evans , Victor Frost

Tandem queues with finite buffer capacity commonly exist in practical applications. By viewing a tandem queue as an integrated system, an innovative approach has been developed to analyze its performance through the insight from reduction…

Performance · Computer Science 2016-06-02 Kan Wu , Ning Zhao

We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…

Probability · Mathematics 2007-09-11 Takis Konstantopoulos , Andreas Kyprianou , Marina Sirvio , Paavo Salminen

We establish results for the first sensitivity analysis of the stochastic fluid models (SFMs). We derive expressions for the sensitivity analysis of the key stationary and transient (time-dependent) quantities of this class of models. We…

Probability · Mathematics 2026-05-21 Anna Aksamit , Małgorzata M. O'Reilly , Zbigniew Palmowski

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…

Probability · Mathematics 2009-08-25 Christian H. Gromoll , Philippe Robert , Bert Zwart

We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…

Probability · Mathematics 2013-04-09 Anup Biswas

In this paper, we analyze a two-queue random time-limited Markov modulated polling model. In the first part of the paper, we investigate the fluid version: Fluid arrives at the two queues as two independent flows with deterministic rate.…

Probability · Mathematics 2021-12-10 Stella Kapodistria , Mayank Saxena , Onno Boxma , Offer Kella

We study the impact of service-time distributions on the distribution of the maximum queue length during a busy period for the M^X/G/1 queue. The maximum queue length is an important random variable to understand when designing the buffer…

Probability · Mathematics 2007-05-23 Ger Koole , Misja Nuyens , Rhonda Righter

We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…

Probability · Mathematics 2013-08-27 Jiheng Zhang

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

The fluid model has proven to be one of the most effective tools for the analysis of stochastic queueing networks, specifically for the analysis of stability. It is known that stability of a fluid model implies positive (Harris) recurrence…

Probability · Mathematics 2007-05-23 David Gamarnik , John Hasenbein

Mass transfer of gaseous components from rising bubbles to the ambient liquid can be described based on continuum mechanical sharp-interface balances of mass, momentum and species mass. In this context, the standard model consists of the…

Fluid Dynamics · Physics 2015-01-23 Dieter Bothe

This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…

Optimization and Control · Mathematics 2018-02-19 Li Jin , Saurabh Amin

This paper presents the first results of the two-phase flow simulation obtained using recently introduced physical, mathematical and numerical model of the intermittency region between two-phases (Wac{\l}awczyk 2017, 2021). The statistical…

Fluid Dynamics · Physics 2021-10-01 Tomasz Wacławczyk

In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…

Probability · Mathematics 2010-07-13 Guodong Pang , Ward Whitt

We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. Here there are N identical sources that turn "on" and "off", and when "on" they generate fluid at unit rate into a buffer, which…

Analysis of PDEs · Mathematics 2007-05-23 Diego Dominici , Charles Knessl
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