RAP-modulated fluid processes: first passages and the stationary distribution

DOI10.1016/j.spa.2022.03.013zbMath1489.60128arXiv2101.03242MaRDI QIDQ2137759

Oscar Peralta, Nigel G. Bean, Giang T. Nguyen, Bo Friis Nielsen

Publication date: 16 May 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.03242

zbMATH Keywords

stationary distribution; first passage probability; matrix-exponential distribution; stochastic fluid process; rational arrival process

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60K25: Queueing theory (aspects of probability theory)

60G17: Sample path properties

60J76: Jump processes on general state spaces

Related Items

A Markov jump process associated with the matrix-exponential distribution, From PH/MAP to ME/RAP

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