学科分类
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1 个结果
  • 简介:AfluidbuffermodelwithMarkovmodulatedinput-outputratesisconsidered.Whentrafficintensityisnearitscriticalvalue,thesystemisknownasinheavytraffic.Itisshownthatasuitablyscaledsequenceoftheequilibriumbuffercontentshasaweakordistributionallimitunderheavytrafficconditions.ThisweaklimitisafunctionalofadiffusionprocessdeterminedbytheMarkovchainmodulatingtheinputandoutputrates.Thefirstpassagetimeofthereflectedprocessisexamined.ItisshownthatthemeanfirstpassagetimecanbeobtainedviaasolutionofaDirichletproblem.ThenthetransitiondensityofthereflectedprocessisderivedbysolvingtheKolmogorovforwardequationwithaNeumannboundarycondition.Furthermore,whenthefastchangingpartofthegeneratoroftheMarkovchainisaconstantmatrix,therepresentationoftheprobabilitydistributionofthereflectedprocessisderived.Upperandlowerboundsoftheprobabilitydistributionarealsoobtainedbymeansofasymptoticexpansionsofstandardnormaldistribution.

  • 标签: 大流量交通限制理论 流体缓冲模型 MARKOV链 DIRICHLET问题 交通密度 概率分布