A Second-order Fluid Queue with Subordinator Input and Markov-modulated Linear Output  

作　　者：Jin-zhi Li 

机构地区：[1]College of Sciences, Minzu University of China, Beijing 100081, China

出　　处：《Acta Mathematicae Applicatae Sinica》2009年第2期345-352,共8页应用数学学报（英文版）

基　　金：Supported by the National Natural Science Foundation of China(No.10726063)

摘　　要：We consider an infinite capacity second-order fluid queue with subordinator input and Markovmodulated linear release rate. The fluid queue level is described by a generalized Langevin stochastic differential equation （SDE）. Applying infinitesimal generator, we obtain the stationary distribution that satisfies an integro-differential equation. We derive the solution of the SDE and study the transient level＇s convergence in distribution. When the coefficients of the SDE are constants, we deduce the system transient property.We consider an infinite capacity second-order fluid queue with subordinator input and Markovmodulated linear release rate. The fluid queue level is described by a generalized Langevin stochastic differential equation （SDE）. Applying infinitesimal generator, we obtain the stationary distribution that satisfies an integro-differential equation. We derive the solution of the SDE and study the transient level＇s convergence in distribution. When the coefficients of the SDE are constants, we deduce the system transient property.

关 键 词：Second-order fluid queue SUBORDINATOR Markov chain linear release rate 

分 类 号：O174.51[理学—数学] TH117.2[理学—基础数学]