Fluid flow models and queues - A connection by stochastic coupling

Soohan Ahn, V. Ramaswami

Research output: Contribution to journalArticlepeer-review

74 Scopus citations

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 languageEnglish
Pages (from-to)325-348
Number of pages24
JournalStochastic Models
Volume19
Issue number3
DOIs
StatePublished - 2003

Keywords

  • Fluid flows
  • Matrix geometric method
  • Queues
  • Stochastic coupling

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