Abstract
We consider a stochastic fluid network with inputs which are independent subordinators. We show that under some natural conditions the distribution of the fluid content process converges in total variation to a proper limit and that the limiting distribution has a positive mass at the origin. As a consequence of the methodology used, we obtain upper and lower bounds for the expected values of this limiting distribution. For the two-dimensional case, under certain conditions, explicit formulas for the means, variances and covariance of the steady-state fluid content are given. Further, for the two-dimensional case, it is shown that, other than for trivial setups, the limiting distribution cannot have product form.
Original language | American English |
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Pages (from-to) | 186-199 |
Number of pages | 14 |
Journal | Annals of Applied Probability |
Volume | 6 |
Issue number | 1 |
DOIs | |
State | Published - Feb 1996 |
Keywords
- Lévy process
- Nonproduct form
- Reflected process
- Stability
- Stochastic fluid networks
- Tandem networks