At a buffered switch in an ATM (asynchronous transfer mode) network it is important to know what combinations of different types of traffic can be carried simultaneously without risking more than a very small probability of overflowing the buffer. We show that a simple and serviceable measure of effective bandwidths may be computed for stationary traffic sources. For large buffers the effective bandwidth of a source is a function only of its mean rate, index of dispersion, and the size of the buffer.

This paper addresses characteristics of finite-buffer Markov-modulated fluid processes, particularly those related to their deviant behavior. Our aim in this paper is to find rough asymptotics for the probability of a loss cycle. Apart from that, we derive some properties of the fluid process in case of the buffer contents reaching a high level (a process we call the conjugate of the original process). Our main goal is to obtain practicable methods to find the rate matrix of this conjugate process. For this purpose we use large deviations techniques, but we consider the governing eigensystem, as well, and we discuss the relation between these two approaches. We extend the analysis to the multiple source case. Finally, we use the obtained results in simulation. We examine variance reduction by importance sampling in a multiple source example. The new statistical law of the fluid process is based on the conjugate rate matrices.

Approximations for the univariate normal integral are employed to develop a simple approximation in terms of elementary functions for the bivariate normal integral. The accuracy of the approximation is quite sufficient for many practical cases.