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This paper considers a stochastic fluid model of a buffer content process {X(t), t ≥ 0} that depends on a finite-state, continuous-time Markov process {Z(t), t ≥ 0} as follows: During the time-intervals when Z(t) is in state i, X(t) is a Brownian motion with drift μi, variance parameter σi2and a reflecting boundary at zero. This paper studies the steady-state analysis of the bivariate process {(X(t), Z(t)), t ≥ 0} in terms of the eigenvalues and eigenvectors of a nonlinear matrix system. Algorithms are developed to compute the steady-state distributions as well as moments. Numerical work is reported to show that the variance parameter has a dramatic effect on the buffer content process.

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