Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations

DOI10.1007/s11009-009-9149-zzbMath1216.60062OpenAlexW2080615700MaRDI QIDQ539515

Marie-Ange Remiche, Bruno Sericola

Publication date: 30 May 2011

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-009-9149-z

zbMATH Keywords

Markov chainsfluid queuesmatrix differential Riccati equations

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Volume and duration of losses in finite buffer fluid queues ⋮ On the overflow time of a fluid model ⋮ A spectral theory approach for extreme value analysis in a tandem of fluid queues

Cites Work

• Passage times in fluid models with application to risk processes
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• On weak lumpability in Markov chains
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• Analysis of a Feedback Fluid Model for Heterogeneous TCP Sources
• Fluid Flow Models and Queues—A Connection by Stochastic Coupling
• Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
• ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
• Compliance of the Token-Bucket Model with Markovian Traffic
• Risk processes analyzed as fluid queues
• Unnamed Item

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