Asymptotic solution of stochastic fluid models

  • Authors:
  • Hédi Nabli

  • Affiliations:
  • Département de Mathématique, Faculté des Sciences de Monastir, 5019 Monastir, Tunisia

  • Venue:
  • Performance Evaluation
  • Year:
  • 2004

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Abstract

We study the asymptotic behavior of fluid models with input and output rates modulated by a finite state irreducible Markov chain. Several methods have been proposed for the computation of the stationary distribution of buffer content. In this paper, we propose a new method based on recurrence relations for general fluid models. The main advantage of this method is its numerical stability, since it only deals with a non-increasing sequence of positive numbers bounded by 1. We apply this method to a stochastic fluid model and we interpret the numerical results.