Markov-modulated linear fluid networks with Markov additive input

DOI10.1239/JAP/1025131438MaRDI QIDQ3153667zbMATH OpenOpenAlexFDO

Authors Offer Kella, Wolfgang Stadje

Publication date 25 May 2003

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

Full work available at URL https://doi.org/10.1239/jap/1025131438

zbMATH Keywords

linear stochastic fluid networkLévy processMarkov modulatedshot-noise process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cited in

(9)

• Linear stochastic fluid networks: rare-event simulation and Markov modulation
• Shot-noise queueing models
• Open-loop control of stochastic fluid systems and applications
• Moments of a Markov-modulated, irreducible network of fluid queues
• A second-order Markov-modulated fluid queue with linear service rate
• Markov-modulated infinite-server queues with general service times
• Markov modulated fluid network process: tail asymptotics of the stationary distribution
• Extremes of Markov-additive processes with one-sided jumps, with queueing applications
• Markov-modulated feedforward fluid networks

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