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Some Large Deviations Results in Markov Fluid Models

Published online by Cambridge University Press:  27 July 2009

Ad Ridder  and
Jean Walrand
Ad Ridder
Affiliation:
Rotterdam School of Management Erasmus University of Rotterdam, PO. Box 1738 3000 DR Rotterdam, The Netherlands
Jean Walrand
Affiliation:
ECS Department University of California at Berkeley, Berkeley, California 94720, U.S.A.
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Abstract

Markov modulated fluid models are studied in this paper. When the input of the fluid model is represented by one Markov chain, two approaches are given that result in asymptotic expressions for the overflow probability. Both approaches are based on large deviations theories. The equivalence of the expressions is proved. When the input is represented by N similar Markov chains, a reduction property is derived.

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Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 6 , Issue 4 , October 1992 , pp. 543 - 560
Copyright
Copyright © Cambridge University Press 1992

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