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

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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.
37 pages, 5 figures

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Probability, Classical Analysis and ODEs, 60K25 (Primary); 60J25, 34E10 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/155971

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0802.4434
 http://arxiv.org/abs/0802.4434

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arXiv