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

页码：390 / 413

页数：24

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