Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs

DOI10.1016/J.JKSS.2013.12.004MaRDI QIDQ397234zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dualityRiccati equationcompleted graphMarkov modulated fluid flow model with jumpsph-type distribution

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Recommendations

• A transient analysis of Markov fluid models with jumps
• MARKOV MODULATED FLUID QUEUES WITH BATCH FLUID ARRIVALS
• Approximations for time-dependent distributions in Markovian fluid models
• Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: formulas driven by the minimal solution matrix of a Riccati equation
• Transient analysis of fluid flow models via matrix decomposition

Cites work

• A duality theorem for the matrix paradigms in queueing theory
• A matrix exponential form for hitting probabilities and its application to a Markov-modulated fluid queue with downward jumps
• A transient analysis of Markov fluid models with jumps
• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• Duality results for Markov-modulated fluid flow models
• FLUID MODELS WITH JUMPS
• Hitting probabilities and hitting times for stochastic fluid flows
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Markov processes whose steady state distribution is matrix-exponential with an application to the GI/PH/1 queue
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• Passage times in fluid models with application to risk processes
• Stochastic-Process Limits
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
• Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue

This page was built for publication: Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q397234)