eCite Digital Repository

Performance measures of a multi-layer Markovian fluid model


Bean, NG and O'Reilly, MM, Performance measures of a multi-layer Markovian fluid model, Annals of Operations Research, 160, (1) pp. 99-120. ISSN 0254-5330 (2008) [Refereed Article]

Copyright Statement

The original publication is available at

Official URL:

DOI: doi:10.1007/s10479-007-0299-5


Our goal is to model the behaviour of the fluid in a buffer with threshold controls with a wide range of behaviour possible at the boundaries. To model this, we consider a class of Markovian fluid flow models with several layers, each with their own parameters, separated by boundaries. The behaviour of the fluid at each boundary is modelled by parameters unique to that boundary. We derive the Laplace-Stieltjes transforms of time-related performance measures of this model. This is illustrated with numerical examples. All results are obtained via techniques within the fluid flow environment, and useful physical interpretations are presented.

Item Details

Item Type:Refereed Article
Keywords:Markovian fluid model, First return times, Sojourn times
Research Division:Mathematical Sciences
Research Group:Statistics
Research Field:Stochastic analysis and modelling
Objective Division:Expanding Knowledge
Objective Group:Expanding knowledge
Objective Field:Expanding knowledge in the mathematical sciences
UTAS Author:O'Reilly, MM (Associate Professor Malgorzata O'Reilly)
ID Code:55968
Year Published:2008
Web of Science® Times Cited:26
Deposited By:Mathematics
Deposited On:2009-03-17
Last Modified:2015-01-27

Repository Staff Only: item control page