Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue

Details Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue

2008-02-29

arxiv.org/abs/0802.4434v1

Mathematics

Probability

37 pages, 5 figures

Scientific paper

We analyze asymptotically a differential-difference equation, that arises in
a Markov-modulated fluid model. We use singular perturbation methods to analyze
the problem with appropriate scalings of the two state variables. In
particular, the ray method and asymptotic matching are used.

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