An approximation method for complete solutions of Markov-modulated fluid models

This paper presents an approximation method for numerically solving general Markov modulated fluid models which are widely used in modelling communications and computer systems. We show how the superposition of a group of heterogeneous sources (normally modeled by a multidimensional Markov process) can be approximated by a one-dimensional Markov process, which is then used as the modulating process of the buffer content process. The method effectively reduces the computation that is usually required to find exact (or asymptotic) solutions of fluid models