Finding the conjugate of Markov fluid processes
From MaRDI portal
Publication:2805330
DOI10.1017/S0269964800003879zbMATH Open1335.60172MaRDI QIDQ2805330FDOQ2805330
Publication date: 11 May 2016
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Recommendations
- Fast simulation of Markov fluid models
- Some Large Deviations Results in Markov Fluid Models
- An approximation method for complete solutions of Markov-modulated fluid models.
- Importance sampling for continuous time Markov chains and applications to fluid models
- Approximations for time-dependent distributions in Markovian fluid models
Cites Work
- Asymptotic evaluation of certain markov process expectations for large time, I
- Title not available (Why is that?)
- Title not available (Why is that?)
- Conjugate processes and the simulation of ruin problems
- Importance sampling in the Monte Carlo study of sequential tests
- Analysis of separable Markov-modulated rate models for information-handling systems
- Relative entropy between Markov transition rate matrices
- Title not available (Why is that?)
- Importance Sampling for Stochastic Simulations
- Stochastic theory of a fluid model of producers and consumers coupled by a buffer
- Effective bandwidths at multi-class queues
- A quick simulation method for excessive backlogs in networks of queues
- A new technique for analyzing large traffic systems
- How large delays build up in a GI/G/1 queue
- Large deviations and rare events in the study of stochastic algorithms
- Analysis and design of rate-based congestion control of high speed networks. I: Stochastic fluid models, access regulation
- Effective banwidths for the multi-type UAS channel
- Heavy-Traffic Analysis of a Data-Handling System with Many Sources
- Fast simulation of Markov fluid models
Cited In (5)
- Generalized processor sharing queues with heterogeneous traffic classes
- A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks
- Efficient simulation of tail probabilities in a queueing model with heterogeneous servers
- A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies
- RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM
This page was built for publication: Finding the conjugate of Markov fluid processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2805330)