FLUID MODELS IN QUEUEING THEORY AND WIENER HOPF FACTORIZATION OF MARKOV CHAINS

被引：176
|
作者：
Rogers, L. C. G. [1 ]
机构：
[1] Univ London Queen Mary & Westfield Coll, Sch Math Sci, London E1 4NS, England
来源：
ANNALS OF APPLIED PROBABILITY | 1994年 / 4卷 / 02期
关键词：
Markov chain; fluid model; Wiener-Hopf factorization; invariant distribution; noisy Wiener-Hopf;
D O I：
10.1214/aoap/1177005065
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper applies the earlier work of Barlow, Rogers and Williams on the Wiener Hopf factorization of finite Markov chains to a number of questions in the theory of fluid models of queues. Specifically, the invariant distribution for an infinite-buffer model and for a finite-buffer model are derived. The laws of other functionals of the fluid models can be easily derived and compactly expressed in terms of the fundamental Wiener Hopf factorization.
引用
收藏
页码：390 / 413
页数：24
相关论文
共 50 条
12345