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

作     者：Jin-zhi Li 

作者机构：College of Sciences Minzu University of China Beijing 100081 China 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2009年第25卷第2期

页      面：345-352页

核心收录：

学科分类：07[理学] 08[工学] 080203[工学-机械设计及理论] 070104[理学-应用数学] 0802[工学-机械工程] 0701[理学-数学] 

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

主　　题：Second-order fluid queue subordinator Markov chain linear release rate 

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.