Some Large Deviations Results in Markov Fluid Models

Abstract

Markov modulated fluid models are studied in this paper. When the input of the fluid model is represented by one Markov chain, two approaches are given that result in asymptotic expressions for the overflow probability. Both approaches are based on large deviations theories. The equivalence of the expressions is proved. When the input is represented by N similar Markov chains, a reduction property is derived.