Abstract
We establish in a direct manner that the steady state distribution of Markovian fluid flow models can be obtained from a quasi birth and death queue. This is accomplished through the construction of the processes on a common probability space and the demonstration of a distributional coupling relation between them. The results here provide an interpretation for the quasi-birth-and-death processes in the matrix-geometric approach of Ramaswami and subsequent results based on them obtained by Soares and Latouche.
Original language | English |
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Pages (from-to) | 325-348 |
Number of pages | 24 |
Journal | Stochastic Models |
Volume | 19 |
Issue number | 3 |
DOIs | |
State | Published - 2003 |
Keywords
- Fluid flows
- Matrix geometric method
- Queues
- Stochastic coupling