FLUID MODELS IN QUEUEING THEORY AND WIENER HOPF FACTORIZATION OF MARKOV CHAINS
成果类型：
Article
署名作者：
Rogers, L. C. G.
署名单位：
University of London; Queen Mary University London
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177005065
发表日期：
1994
页码：
390-413
关键词：
摘要：
This paper applies the earlier work of Barlow, Rogers and Williams on the Wiener Hopf factorization of finite Markov chains to a number of questions in the theory of fluid models of queues. Specifically, the invariant distribution for an infinite-buffer model and for a finite-buffer model are derived. The laws of other functionals of the fluid models can be easily derived and compactly expressed in terms of the fundamental Wiener Hopf factorization.
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