Matrix-analytic methods for fluid queues with finite buffers

  • Authors:
  • Ana da Silva Soares;Guy Latouche

  • Affiliations:
  • Université Libre de Bruxelles, Département d'Informatique, Bruxelles, Belgium;Université Libre de Bruxelles, Département d'Informatique, Bruxelles, Belgium

  • Venue:
  • Performance Evaluation
  • Year:
  • 2006

Quantified Score

Hi-index 0.00

Visualization

Abstract

The application of matrix-analytic methods to the resolution of fluid queues has shown a close connection to discrete-state quasi-birth-and-death (QBD) processes. We further explore this similarity and analyze a fluid queue with finite buffer. We show, using a renewal approach, that the stationary distribution is expressed as a linear combination of two matrix-exponential terms. We briefly indicate how these terms may be computed in an efficient and numerically stable manner.