Busy period analysis, rare events and transient behavior in fluid flow models
DOI10.1155/S1048953394000262zbMATH Open0826.60086OpenAlexW2127329834WikidataQ21147004 ScholiaQ21147004MaRDI QIDQ1344648FDOQ1344648
Authors: Søren Asmussen 
Publication date: 14 November 1995
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/47296
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change of measurefirst passage timeconditional limit theoremMarkov additive processcentral limit estimate for large deviation probabilitieslikelihood ratio identityquick simulations of rare events
Queues and service in operations research (90B22) Communication theory (94A05) Queueing theory (aspects of probability theory) (60K25)
Cited In (22)
- Efficient algorithms for transient analysis of stochastic fluid flow models
- Distribution of busy period in stochastic fluid models1
- Flows of rare events for regularly perturbed semi-Markov processes
- Random walk, birth-and-death process and their fluid approximations: Absorbing case
- Passage times in fluid models with application to risk processes
- A note on martingale inequalities for fluid models
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
- Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments
- Fluid Models with Burst Arrivals: A Sample Path Analysis
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
- A sample path approach to mean busy periods for Markov-modulated queues and fluids
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications
- The superposition of alternating on-off flows and a fluid model
- \(V\)-uniform ergodicity for fluid queues
- On the overflow time of a fluid model
- A spectral theory approach for extreme value analysis in a tandem of fluid queues
- Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
- Transient analysis of Markov-fluid-driven queues
- Busy periods in fluid queues with multiple emptying input states
- Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes.
- A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows
- Matrix-analytic methods for the analysis of stochastic fluid-fluid models
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