arXiv:0802.4434 Abstract | arXiv Analytics

arXiv:0802.4434 [math.PR]Abstract References Reviews Resources

Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue

Published 2008-02-29Version 1

We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular, the ray method and asymptotic matching are used.

Comments: 37 pages, 5 figures

Categories: math.PR, math.CA

Subjects: 60K25, 60J25, 34E10

Keywords: fluid model, asymptotic analysis, singular perturbation methods, ray method, differential-difference equation

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