A Fluid Queue Driven by a Markovian Queue
Résumé
We consider a fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input rate of the fluid queue is characterized by a Markov modulated rate process. We derive a new approach for the computation of the stationary buffer content. This approach leads to a numerically stable algorithm for which the precision of the result can be given in advance.