scientific article; zbMATH DE number 431644

MaRDI QIDQ3138419zbMATH OpenFDO

Authors Offer Kella, Ward Whitt

Publication date 15 December 1993

zbMATH Keywords

queueing networksmartingale theoryopen network fluid modelsingle-node storage modelstochastic process with stationary and independent increments

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited in

(24)

• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
• Two-node fluid network with a heavy-tailed random input: the strong stability case
• Stability of feed-forward fluid networks with Lévy input
• Asymptotic analysis of Lévy-driven tandem queues
• Transient analysis of Lévy-driven tandem queues
• Non-product form of two-dimensional fluid networks with dependent Lévy inputs
• Exact solution to tandem fluid queues with controlled input
• Markov-modulated linear fluid networks with Markov additive input
• Sample-path large deviations for tandem and priority queues with Gaussian inputs
• Parallel and tandem fluid networks with dependent Lévy inputs
• Tandem Brownian queues
• Extremes of Markov-additive processes with one-sided jumps, with queueing applications
• Tandem fluid queues fed by homogeneous on-off sources
• Stability and nonproduct form of stochastic fluid networks with Lévy inputs
• Moments computation for general Markov fluid models
• A spectral theory approach for extreme value analysis in a tandem of fluid queues
• Synchronized Lévy queues
• A tandem fluid network with Lévy input in heavy traffic
• Two coupled Lévy queues with independent input
• Palm calculus for a process with a stationary random measure and its applications to fluid queues
• Pathwise comparison results for stochastic fluid networks
• LC and LR networks of canals of yoyo flows
• Quasi-Product Forms for Lévy-Driven Fluid Networks
• Analysis of stochastic fluid queues driven by local-time processes

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