TY - JOUR
T1 - Exact results for a fluid model with state-dependent flow rates
AU - Kella, Offer
AU - Stadje, Wolfgang
PY - 2002
Y1 - 2002
N2 - We consider a modulated fluid system with a finite state-space Markov chain Jt as modulating process and general state-dependent net input rates. We derive differential equations for the transient and the stationary distribution of (Wt, Jt), where Wt is the content process, and the corresponding Laplace transforms with respect to time. Moreover, we study the level hitting times of Wt. Our results lead to explicit formulas in the case of two modulating states.
AB - We consider a modulated fluid system with a finite state-space Markov chain Jt as modulating process and general state-dependent net input rates. We derive differential equations for the transient and the stationary distribution of (Wt, Jt), where Wt is the content process, and the corresponding Laplace transforms with respect to time. Moreover, we study the level hitting times of Wt. Our results lead to explicit formulas in the case of two modulating states.
UR - http://www.scopus.com/inward/record.url?scp=23044534794&partnerID=8YFLogxK
U2 - 10.1017/S0269964802164011
DO - 10.1017/S0269964802164011
M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???
AN - SCOPUS:23044534794
SN - 0269-9648
VL - 16
SP - 389
EP - 402
JO - Probability in the Engineering and Informational Sciences
JF - Probability in the Engineering and Informational Sciences
IS - 4
ER -