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Reports (Research Report) Year : 2001

Stability Analysis of Second Order Fluid Flow Models with State-Dependent Parameters

Landy Rabehasaina
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Bruno Sericola

Abstract

We study in this paper the stability of a fluid queue with an infinite capacity buffer. The input and service rates are governed by a general stochastic process and are allowed to depend on the fluid level in the buffer. The variability of the traffic is modeled by a Brownian motion and a local variance function which also depends on the fluid level in the buffer. The behavior of this second order fluid flow model is described by a reflected stochastic differential equation and, under stationarity and ergodicity assumptions, we obtain stability conditions for this general fluid queue.
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Dates and versions

inria-00072494 , version 1 (24-05-2006)

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  • HAL Id : inria-00072494 , version 1

Cite

Landy Rabehasaina, Bruno Sericola. Stability Analysis of Second Order Fluid Flow Models with State-Dependent Parameters. [Research Report] RR-4133, INRIA. 2001. ⟨inria-00072494⟩
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