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Distribution of busy period in stochastic fluid models |
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| Abstract: | We consider the busy period in a stochastic fluid flow model with infinite buffer where the input and output rates are controlled by a finite homogeneous Markov process. We derive an explicit expression for the distribution of the busy period and we obtain an algorithm to compute it which exhibits nice numerical properties. |
| Keywords: | Stochastic fluid model Busy period Markov process Numerical analysis |