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Fluid Flow Models and Queues—A Connection by Stochastic Coupling
Abstract:We establish in a direct manner that the steady state distribution of Markovian fluid flow models can be obtained from a quasi birth and death queue. This is accomplished through the construction of the processes on a common probability space and the demonstration of a distributional coupling relation between them. The results here provide an interpretation for the quasi-birth-and-death processes in the matrix-geometric approach of Ramaswami and subsequent results based on them obtained by Soares and Latouche.
Keywords:Fluid flows  Queues  Stochastic coupling  Matrix geometric method
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