2003
DOI: 10.1081/stm-120023564
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Fluid Flow Models and Queues—A Connection by Stochastic Coupling

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.

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Cited by 84 publications
(76 citation statements)
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References 18 publications
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“…[14], [8] and [9] respectively exhibit and exploit the similarity between stationary fluid queues in a finite Markovian environment and quasi-birthand-death processes. In [1], a direct connection by stochastic coupling is established between fluid queues and quasi-birth-and-death processes.…”
Section: Introductionmentioning
confidence: 99%
“…[14], [8] and [9] respectively exhibit and exploit the similarity between stationary fluid queues in a finite Markovian environment and quasi-birthand-death processes. In [1], a direct connection by stochastic coupling is established between fluid queues and quasi-birth-and-death processes.…”
Section: Introductionmentioning
confidence: 99%
“…We invite to refer to the specifications for further clarification about the QoS model taken into account. Each network node must provide a service that matches, with some error bounds, the fluid model ( [24,25]) through the token bucket scheme with paramters (b, r, p), respectively the bucket size, the token rate and the peak rate. The QoS request includes a maximum end-to-end delay bound, d req , that shall be guaranteed between the application terminals.…”
Section: End-to-end Behaviourmentioning
confidence: 99%
“…In the case of stationary analysis, the equations that describe a fluid model are ordinary differential equations (ODEs), and there is no initial condition. Indeed this problem has been solved for first order models by the analysis of first passage time probabilities, see for instance [23,11,2,8,7,12] and the references therein. The key of these solutions lies in the matrix characterization of the distribution of the phase visited at the end of a busy period of the fluid queue.…”
Section: Introductionmentioning
confidence: 99%
“…In [2] a direct connection by stochastic coupling is established between fluid queues and quasi birth and death processes.…”
Section: Introductionmentioning
confidence: 99%