Hitting probabilities and hitting times for stochastic fluid flows
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Publication:2567231
DOI10.1016/j.spa.2005.04.002zbMath1074.60078OpenAlexW1991371916WikidataQ58645496 ScholiaQ58645496MaRDI QIDQ2567231
Nigel G. Bean, Małgorzata M. O'Reilly, Peter G. Taylor
Publication date: 29 September 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2005.04.002
Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27)
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Uses Software
Cites Work
- Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
- Truncation and augmentation of level-independent QBD processes.
- A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
- Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for M-Matrices
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- One-Parameter Semigroups for Linear Evolution Equations
- Understanding the Wiener–Hopf factorization for the simple random walk
- Markov Chains
- How and Why to Solve the Operator Equation AX −XB = Y
- Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
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