Fluid approach to two-sided reflected Markov-modulated Brownian motion
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Publication:2352996
DOI10.1007/s11134-014-9432-8zbMath1319.60160arXiv1403.2522OpenAlexW2083903399MaRDI QIDQ2352996
Publication date: 7 July 2015
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.2522
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Convergence of probability measures (60B10) Renewal theory (60K05)
Related Items (9)
Rate of strong convergence to Markov-modulated Brownian motion ⋮ Markov-modulated Brownian motions perturbed by catastrophes ⋮ Strong convergence to two-dimensional alternating Brownian motion processes ⋮ Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models ⋮ An explicit solution to the Skorokhod embedding problem for double exponential increments ⋮ Markov-modulated Brownian motion with temporary change of regime at level zero ⋮ Networks of interacting stochastic fluid models with infinite and finite buffers ⋮ Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation ⋮ Slowing time: Markov-modulated Brownian motions with a sticky boundary
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- Stationary distributions for fluid flow models with or without brownian noise
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- Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
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