A New Computational Approach for Stochastic Fluid Models of Multiplexers with Heterogeneous Sources

This paper derives an efficient computational procedure for the system in which fluid is produced by N sub 1 on-off sources of type 1, N sub 2 on-off sources of type 2 and transferred to a buffer which is serviced by a channel of constant capacity. This is a canonical model for multiservice ATM multiplexing and is both hard and of wide interest. This paper's approach to the computation of the buffer overflow probability, G(x) = Pr{buffer content > x}, departs from all prior approaches in that it transforms the computation of G(x) for a particular x into a recursive constrution of an interpolating polynomial.