Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs
DOI10.1016/J.JKSS.2013.12.004zbMATH Open1306.60133OpenAlexW1999137558MaRDI QIDQ397234FDOQ397234
Authors: Jung Woo Baek, Soohan Ahn 
Publication date: 11 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2013.12.004
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Cites Work
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
- Hitting probabilities and hitting times for stochastic fluid flows
- Stochastic-Process Limits
- Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
- Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
- Passage times in fluid models with application to risk processes
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
- Markov processes whose steady state distribution is matrix-exponential with an application to the GI/PH/1 queue
- A transient analysis of Markov fluid models with jumps
- Duality results for Markov-modulated fluid flow models
- A duality theorem for the matrix paradigms in queueing theory
- FLUID MODELS WITH JUMPS
- A matrix exponential form for hitting probabilities and its application to a Markov-modulated fluid queue with downward jumps
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