A matrix exponential form for hitting probabilities and its application to a Markov-modulated fluid queue with downward jumps

DOI10.1239/jap/1034082131zbMath1037.60084OpenAlexW2080793562MaRDI QIDQ4805842

Masakiyo Miyazawa, Hiroyuki Takada

Publication date: 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1034082131

zbMATH Keywords

stationary distributionfluid queuematrix exponentialhitting probabilityMarkov modulatedbatch fluidGI/M/1-type queue

Mathematics Subject Classification ID

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