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Duality results for Markov-modulated fluid flow models

Part of: Special processes Computer system organization Operations research and management science

Published online by Cambridge University Press:  14 July 2016

Soohan Ahn  and
Vaidyanathan Ramaswami
Soohan Ahn
Affiliation:
University of Seoul, Department of Statistics, The University of Seoul, Seoul 130-743, Korea
Vaidyanathan Ramaswami
Affiliation:
AT&T Labs-Research, AT&T Labs-Research, 180 Park Avenue, Florham Park, NJ 07932, USA. Email address: vram@research.att.com
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Abstract

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We establish some interesting duality results for Markov-modulated fluid flow models. Though fluid flow models are continuous-state analogues of quasi-birth-and-death processes, some duality results do differ by the inclusion of a scaling factor.

Keywords

Fluid flowtime reversalduality

MSC classification

Primary: 60K25: Queueing theory
Secondary: 90B05: Inventory, storage, reservoirs 68M20: Performance evaluation; queueing; scheduling
Type
Part 7. Queueing Theory and Markov Processes
Information
Journal of Applied Probability , Volume 48 , Issue A: New Frontiers in Applied Probability (Journal of Applied Probability Special Volume 48A) , August 2011 , pp. 309 - 318
Copyright
Copyright © Applied Probability Trust 2011 

References

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