An intermittent fluid system with exponential on-times and semi-Markov input rates

Onno Boxma, Offer Kella, David Perry

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a fluid system in which during off-times the buffer content increases as a piecewise linear process according to some general semi-Markov process, and during on-times, it decreases with a state-dependent rate (or remains at zero). The lengths of off-times are exponentially distributed. We show that such a system has a stationary distribution which satisfies a decomposition property where one component in the decomposition is associated with some dam process and the other with a clearing process. For the cases of constant and linear decrease rates, the steady-state Laplace-Stieltjes transform and moments of the buffer content are computed explicitly.

Original languageEnglish
Pages (from-to)189-198
Number of pages10
JournalProbability in the Engineering and Informational Sciences
Volume15
Issue number2
DOIs
StatePublished - 2001

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering

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