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Loss rates for stochastic fluid models
Citation
O'Reilly, MM and Palmowski, Z, Loss rates for stochastic fluid models, Performance Evaluation, 70, (9) pp. 593-606. ISSN 0166-5316 (2013) [Refereed Article]
Copyright Statement
Copyright 2013 Elsevier B.V
DOI: doi:10.1016/j.peva.2013.05.005
Abstract
We introduce loss rates, a novel class of performance measures for Markovian stochastic fluid models and discuss their applications potential. We derive analytical expressions for loss rates and describe efficient methods for their evaluation. Further, we study interesting asymptotic properties of loss rates for large size of the buffer, which are crucial for identifying the Quality of Service requirements guaranteed for each user. We illustrate the theory with a numerical example.
Item Details
| Item Type: | Refereed Article |
|---|---|
| Keywords: | stochastic fluid model, Markov chain, Laplace–Stieltjes transform, transient analysis, limiting distribution |
| 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: | 87030 |
| Year Published: | 2013 |
| Web of Science® Times Cited: | 6 |
| Deposited By: | Mathematics and Physics |
| Deposited On: | 2013-11-06 |
| Last Modified: | 2017-10-30 |
| Downloads: | 0 |
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