logo

International Journal of Stochastic Analysis

PDF
International Journal of Stochastic Analysis / 1994 / Article

Open Access

Volume 7 |Article ID 365297 | https://doi.org/10.1155/S1048953394000262

Søren Asmussen, "Busy period analysis, rare events and transient behavior in fluid flow models", International Journal of Stochastic Analysis, vol. 7, Article ID 365297, 31 pages, 1994. https://doi.org/10.1155/S1048953394000262

Busy period analysis, rare events and transient behavior in fluid flow models

Søren Asmussen1

1Aalborg University, Institute of Electronic Systems, Fr. Bajersv. 7, Denmark

Received01 May 1993
Revised01 Jan 1994

Abstract

We consider a process {(Jt,Vt)}t≥0 on E×[0,∞), such that {Jt} is a Markov process with finite state space E, and {Vt} has a linear drift ri on intervals where Jt=i and reflection at 0. Such a process arises as a fluid flow model of current interest in telecommunications engineering for the purpose of modeling ATM technology. We compute the mean of the busy period and related first passage times, show that the probability of buffer overflow within a busy cycle is approximately exponential, and give conditioned limit theorems for the busy cycle with implications for quick simulation. Further, various inequalities and approximations for transient behavior are given. Also explicit expressions for the Laplace transform of the busy period are found. Mathematically, the key tool is first passage probabilities and exponential change of measure for Markov additive processes.

Copyright © 1994 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Related articles

No related content is available yet for this article.

More related articles

No related content is available yet for this article.

More related articles

No related content is available yet for this article.
PDF Download Citation Citation
Order printed copiesOrder
Views211
Downloads1292
Citations

Article of the Year Award: Outstanding research contributions of 2021, as selected by our Chief Editors. Read the winning articles.