Yaglom limit for stochastic fluid models (Q5156800): Difference between revisions

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scientific article; zbMATH DE number 7408814

Language	Label	Description	Also known as
English	Yaglom limit for stochastic fluid models	scientific article; zbMATH DE number 7408814

Statements

scholarly article

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Yaglom limit for stochastic fluid models (English)

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Małgorzata M. O'Reilly

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Zbigniew Palmowski

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Advances in Applied Probability

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publication date

12 October 2021

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full work available at URL

https://arxiv.org/abs/1908.10827

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zbMATH Keywords

stochastic fluid model

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Markov chain

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Laplace-Stieltjes transform

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Yaglom limit

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limiting conditional distribution

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MaRDI profile type

MaRDI publication profile

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Asymptotics for M/G/1 low-priority waiting-time tail probabilities

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Fluid Flow Models and Queues—A Connection by Stochastic Coupling

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Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue

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Efficient algorithms for transient analysis of stochastic fluid flow models

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Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments

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Stationary distributions for fluid flow models with or without brownian noise

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Applied Probability and Queues

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Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case

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The quasi-stationary behavior of quasi-birth-and-death processes

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The quasistationary distributions of level-independent quasi-birth-and-death processes

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Quasistationary distributions for level-dependent quasi-birth-and-death processes

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The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself

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ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS

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Hitting probabilities and hitting times for stochastic fluid flows

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Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows

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How and Why to Solve the Operator Equation <i>AX</i> −<i>XB</i> = <i>Y</i>

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Yaglom limit for stable processes in cones

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Quasi-Stationary Distributions

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On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains

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Existence of quasi-stationary distributions: A renewal dynamical approach

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Quasi stationary distributions and Fleming-Viot processes in countable spaces

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Additional quasi-stationary distributions for semi-Markov processes

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Yaglom limits can depend on the starting state

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Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for <i>M</i>-Matrices

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Quasi-stationary distributions and Yaglom limits of self-similar Markov processes

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Random walks with negative drift conditioned to stay positive

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Weak convergence of conditioned processes on a countable state space

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Quasi-stationary distributions for Lévy processes

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On the quasi-stationary distribution of the virtual waiting time in queues with Poisson arrivals

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Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct

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Introduction to Matrix Analytic Methods in Stochastic Modeling

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Quasi-Stationary Workload in a Lévy-Driven Storage System

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Quasi-stationary distributions for a Brownian motion with drift and associated limit laws

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Tail asymptotics for a Lévy-driven tandem queue with an intermediate input

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On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states

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Quasi-stationary distributions for Markov chains on a general state space

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Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes

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Quasi-stationarity and quasi-ergodicity of general Markov processes

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1017/APR.2020.71

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Sitelinks

Mathematics(1 entry)

mardi Publication:5156800

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