Colored Markov Modulated Fluid Queues

Fuente: arXiv
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Autor principal: Van Houdt, Benny
Formato: Preprint
Publicado: 2026
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author Van Houdt, Benny
author_facet Van Houdt, Benny
contents Markov-modulated fluid queues (MMFQs) are a powerful modeling framework for analyzing the performance of computer and communication systems. Their distinguishing feature is that the underlying Markov process evolves on a continuous state space, making them well suited to capture the dynamics of workloads, energy levels, and other performance-related quantities. Although classical MMFQs do not permit jumps in the fluid level, they can still be applied to analyze a wide range of jump processes. In this paper, we generalize the MMFQ framework in a new direction by introducing {\bf colored MMFQs} and {\bf colored MMFQs with fluid jumps}. This enriched framework provides an additional form of memory: the color of incoming fluid can be used to keep track of the fluid level when certain events took place. This capability greatly enhances modeling flexibility and enables the analysis of queueing systems that would otherwise be intractable due to the curse of dimensionality or state-space explosion.
format Preprint
id arxiv_https___arxiv_org_abs_2601_20537
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Colored Markov Modulated Fluid Queues
Van Houdt, Benny
Performance
Markov-modulated fluid queues (MMFQs) are a powerful modeling framework for analyzing the performance of computer and communication systems. Their distinguishing feature is that the underlying Markov process evolves on a continuous state space, making them well suited to capture the dynamics of workloads, energy levels, and other performance-related quantities. Although classical MMFQs do not permit jumps in the fluid level, they can still be applied to analyze a wide range of jump processes. In this paper, we generalize the MMFQ framework in a new direction by introducing {\bf colored MMFQs} and {\bf colored MMFQs with fluid jumps}. This enriched framework provides an additional form of memory: the color of incoming fluid can be used to keep track of the fluid level when certain events took place. This capability greatly enhances modeling flexibility and enables the analysis of queueing systems that would otherwise be intractable due to the curse of dimensionality or state-space explosion.
title Colored Markov Modulated Fluid Queues
topic Performance
url https://arxiv.org/abs/2601.20537