The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer

  • Authors:
  • Eu-Jin Ang;Javier Barria

  • Affiliations:
  • Digital Communications Section, Department of Electrical and;Digital Communications Section, Department of Electrical and Electronic Engineering, Imperial College of Science, Technology and Medicine, London SW7 2AZ, UK E-mail: j.barria@ic.ac.uk

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2000

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Abstract

A second-order fluid flow model of a queue with finite capacity buffer and variable net input process is presented, based on the previous work of Karandikar and Kulkarni (1995). Queue length is modelled as a Brownian motion whose parameters are controlled by a finite state Markov chain. The process, termed a Markov modulated regulated Brownian motion (MMRBM), provides analytical solutions for steady state queue length distributions, overflow losses and idleness probabilities using boundary regulators. Applications of the model include queues with failure-prone servers and ATM statistical multiplexers with variable traffic loads.