A stochastic two-dimensional fluid model

DOI10.1080/15326349.2013.750532MaRDI QIDQ4929146zbMATH OpenOpenAlexFDO

Authors Nigel G. Bean, Małgorzata M. O'Reilly

Publication date 13 June 2013

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2013.750532

zbMATH Keywords

coupled modelMarkov chainRiccati equationstochastic fluid model

Mathematics Subject Classification ID

Sample path properties (60G17) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(22)

• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• An IBNR-RBNS insurance risk model with marked Poisson arrivals
• Stochastic model for maintenance in continuously deteriorating systems
• Analysis of Markov-modulated fluid polling systems with gated discipline
• Numerical inverse Laplace transformation beyond the Abate-Whitt framework
• Waiting time and queue length analysis of Markov-modulated fluid priority queues
• Networks of interacting stochastic fluid models with infinite and finite buffers
• Stochastic fluid models with positive jumps at level zero
• A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes
• A semi-explicit density function for Kulkarni's bivariate phase-type distribution
• Multi-stage stochastic fluid models for congestion control
• Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: formulas driven by the minimal solution matrix of a Riccati equation
• The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
• On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\)
• Stationary distributions for a class of Markov-modulated tandem fluid queues
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• Second-order stochastic fluid models with fluid-dependent flow rates
• Concomitants of order statistics from bivariate phase-type distributions with continuous density functions
• Matrix-analytic methods for the analysis of stochastic fluid-fluid models
• Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
• Finding an NARE whose minimal nonnegative solution represents first-passage increments in two-dimensional Markov modulated Brownian motion
• Stationary analysis of a constrained Markov fluid model with two buffers

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