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ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND SWITCHING RATES

Published online by Cambridge University Press:  01 January 2005

Onno Boxma ,
Haya Kaspi ,
Offer Kella  and
David Perry
Onno Boxma
Affiliation:
EURANDOM and Department of Mathematics and Computer Science, Eindhoven University of Technology, 5600 MB Eindhoven, The Netherlands, and, CWI, 1090 GB Amsterdam, The Netherlands, E-mail: [email protected]
Haya Kaspi
Affiliation:
Faculty of Industrial Engineering and Management, Technion—Israel Institute of Technology, Haifa 32000, Israel, E-mail: [email protected]
Offer Kella
Affiliation:
Department of Statistics, The Hebrew University of Jerusalem, Mount Scopus, Jerusalem 91905, Israel, E-mail: [email protected]
David Perry
Affiliation:
Department of Statistics, University of Haifa, Haifa 31905, Israel, E-mail: [email protected]
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Abstract

We consider a storage model that can be on or off. When on, the content increases at some state-dependent rate and the system can switch to the off state at a state-dependent rate as well. When off, the content decreases at some state-dependent rate (unless it is at zero) and the system can switch to the on position at a state-dependent rate. This process is a special case of a piecewise deterministic Markov process. We identify the stationary distribution and conditions for its existence and uniqueness.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 19 , Issue 1 , January 2005 , pp. 1 - 14
Copyright
© 2005 Cambridge University Press

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