EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES

  • Authors:
  • Offer Kella;Wolfgang Stadje

  • Affiliations:
  • Department of Statistics, The Hebrew University of Jerusalem, Mount Scopus, Jerusalem 91905, Israel, E-mail: mskella@mscc.huji.ac.il;Department of Mathematics and Computer Science, University of Osnabrück, 49069 Osnabrück, Germany, E-mail: wolfgang@mathematik.uni-osnabrueck.de

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2002

Quantified Score

Hi-index 0.00

Visualization

Abstract

We consider a modulated fluid system with a finite state-space Markov chain Jt as modulating process and general state-dependent net input rates. We derive differential equations for the transient and the stationary distribution of (Wt, Jt), where Wt is the content process, and the corresponding Laplace transforms with respect to time. Moreover, we study the level hitting times of Wt. Our results lead to explicit formulas in the case of two modulating states.