A fluid queue is a stochastic process which moves linearly with a rate that
is determined by the state of a continuous-time Markov chain (CTMC). In this
paper we construct an approximation to a fluid queue using a quasi
birth-and-death process with rational arrival process components (QBD-RAP) E
prove weak convergence via convergence of generators. The primary motivation
for constructing the new approximation is to achieve a better approximation
accuracy than existing methods while also ensuring that all approximations to
probabilities have all probabilistic properties, such as non-negativity and
bounded above by 1.
Questo articolo esplora i giri e le loro implicazioni.
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