Fluid queues to solve jump processes

  • Authors:

  • Tessa Dzial;Lothar Breuer;Ana da Silva Soares;Guy Latouche;Marie-Ange Remiche

  • Affiliations:

  • Université Libre de Bruxelles, Département d'Informatique, CP 212, Boulevard du Triomphe, 1050 Bruxelles, Belgium;Department IV-Computer Science, University of Trier, D-54286 Trier, Germany;Université Libre de Bruxelles, Département d'Informatique, CP 212, Boulevard du Triomphe, 1050 Bruxelles, Belgium;Université Libre de Bruxelles, Département d'Informatique, CP 212, Boulevard du Triomphe, 1050 Bruxelles, Belgium;Université Libre de Bruxelles, Faculté des Sciences Appliquées, CP 210/01, Service de Mathématiques de la Gestion, Av. F.D. Roosevelt 50, B-1050 Bruxelles, Belgium

  • Venue:
  • Performance Evaluation - Performance 2005
  • Year:
  • 2005

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Abstract

We consider systems which exhibit a mixture of smooth behavior and occasional jumps, controlled by continuous-time Markovian processes on a finite state space, and we call these fluid queues with jumps, thereby emphasizing the fact that they constitute a generalization of fluid queues. We characterize their stationary distribution in an algorithmically tractable way by constructing an auxiliary fluid queue without jumps. We give a few examples to illustrate the procedure and we analyze in detail a buffer model where bursts of high priority traffic interrupt the transmission of low priority files.