Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments

DOI10.1080/15326340500481788zbMath1350.60095OpenAlexW2029527901MaRDI QIDQ3444696

Soohan Ahn, Vaidyanathan Ramaswami

Publication date: 4 June 2007

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340500481788

zbMATH Keywords

matrix-geometric methodtransient resultsfluid-flow

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05)

Related Items (22)

Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation ⋮ On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals ⋮ A make-to-stock production/inventory model with MAP arrivals and phase-type demands ⋮ Passage times in fluid models with application to risk processes ⋮ Perturbed MAP Risk Models with Dividend Barrier Strategies ⋮ Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier ⋮ A Fluid EOQ Model with Markovian Environment ⋮ Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter ⋮ Optimal Inventory Policies Under Stochastic Production and Demand Rates ⋮ Stationary distributions for a class of Markov-modulated tandem fluid queues ⋮ The Erlangization method for Markovian fluid flows ⋮ Yaglom limit for stochastic fluid models ⋮ Approximations for time-dependent distributions in Markovian fluid models ⋮ Analysis of a threshold dividend strategy for a MAP risk model ⋮ Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation ⋮ Dependent Risk Models with Bivariate Phase-Type Distributions ⋮ Transient Analysis of Fluid Flow Models via Matrix Decomposition ⋮ Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows ⋮ Numerical inverse Laplace transformation beyond the Abate-Whitt framework ⋮ Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model ⋮ A JUMP-FLUID PRODUCTION–INVENTORY MODEL WITH A DOUBLE BAND CONTROL ⋮ Transient analysis of piecewise homogeneous Markov fluid models

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• A logarithmic reduction algorithm for quasi-birth-death processes
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• Fluid Flow Models and Queues—A Connection by Stochastic Coupling
• Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
• A two-level traffic shaper for an on–off source
• Efficient algorithms for transient analysis of stochastic fluid flow models

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