A second-order fluid queue with subordinator input and Markov-modulated linear output

作者：Li Jin zhi^*

来源：Acta Mathematicae Applicatae Sinica-English Series, 2009, 25(2): 345-352.

DOI：10.1007/s10255-005-5194-8

• Second-order fluid queue
• subordinator
• Markov chain
• linear release rate

We consider an infinite capacity second-order fluid queue with subordinator input and Markovmodulated linear release rate. The fluid queue level is described by a generalized Langevin stochastic differential equation (SDE). Applying infinitesimal generator, we obtain the stationary distribution that satisfies an integro-differential equation. We derive the solution of the SDE and study the transient level's convergence in distribution. When the coefficients of the SDE are constants, we deduce the system transient property.

• 出版日期2009-4
• 单位中央民族大学