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

2008/02/29 by Knessl, Charles, Dominici, Diego
#34E10 (Secondary) #60J25 #60K25 (Primary) #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.0802.4434

Abstract

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.

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