Some martingales associated with queueing and storage processes

DOI10.1007/BF00531562zbMath0475.60029MaRDI QIDQ3930384

Walter A. Rosenkrantz

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

perturbation theoryintegro-differential equationmartingale problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25) Martingales with continuous parameter (60G44) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Markov processes (60J99)

Related Items

Some exponential type bounds for hitting time distributions of storage processes ⋮ Stability and performance analysis of rate-based feedback flow controlled ATM networks

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Martingales and One-Dimensional Diffusion
• Differentiability preserving properties of a class of semigroups
• The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
• Differentiability preserving properties of markov semigroups associated with one-dimensional diffusions
• A stochastic integral in storage theory
• On a degenerate elliptic‐parabolic equation occurring in the theory of probability
• A Combinatorial Method in the Theory of Queues