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Loss rates for stochastic fluid models


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


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

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