Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models
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Cites work
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion
- An invariant subspace approach in m/g/l and g/m/l type markov chains
- Erlangized Fluid Queues with Application To Uncontrolled Fire Perimeter
- Exit problems for reflected Markov-modulated Brownian motion
- Fluid approach to two-sided reflected Markov-modulated Brownian motion
- Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
- Fluid queues with level dependent evolution
- Infinite- and finite-buffer Markov fluid queues: a unified analysis
- Lévy processes with adaptable exponent
- Markov-modulated Brownian motion with two reflecting barriers
- Numerical Methods for Structured Markov Chains
- Performance measures of a multi-layer Markovian fluid model
- Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
- Second-order fluid models with general boundary behaviour
- Second-order stochastic fluid models with fluid-dependent flow rates
- Stationary distributions for fluid flow models with or without brownian noise
- The morphing of fluid queues into Markov-modulated Brownian motion
- Uniqueness for diffusions with piecewise constant coefficients
Cited in
(9)- Logical characterization of fluid equivalences
- Second-order fluid models with general boundary behaviour
- A secular equation for the Jacobian matrix of certain multispecies kinematic flow models
- A second-order fluid queue with subordinator input and Markov-modulated linear output
- Analysis and finite element simulations of a second‐order fluid model in a bounded domain
- Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations
- Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication
- Second-order stochastic fluid models with fluid-dependent flow rates
- An explicit solution to the Skorokhod embedding problem for double exponential increments
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