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Stability Analysis of Second Order Fluid Flow Models with State-Dependent Parameters

Landy Rabehasaina 1 Bruno Sericola 1
1 ARMOR - Architectures and network models
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes, Ecole Nationale Supérieure des Télécommunications de Bretagne
Abstract : We study in this paper the stability of a fluid queue with an infinite capacity buffer. The input and service rates are governed by a general stochastic process and are allowed to depend on the fluid level in the buffer. The variability of the traffic is modeled by a Brownian motion and a local variance function which also depends on the fluid level in the buffer. The behavior of this second order fluid flow model is described by a reflected stochastic differential equation and, under stationarity and ergodicity assumptions, we obtain stability conditions for this general fluid queue.
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https://hal.inria.fr/inria-00072494
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Submitted on : Wednesday, May 24, 2006 - 10:07:32 AM
Last modification on : Friday, February 4, 2022 - 3:23:21 AM
Long-term archiving on: : Sunday, April 4, 2010 - 11:10:23 PM

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  • HAL Id : inria-00072494, version 1

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Landy Rabehasaina, Bruno Sericola. Stability Analysis of Second Order Fluid Flow Models with State-Dependent Parameters. [Research Report] RR-4133, INRIA. 2001. ⟨inria-00072494⟩

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