The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself

DOI10.1016/j.spa.2013.12.006zbMath1346.60122MaRDI QIDQ401456

Nigel G. Bean, Małgorzata M. O'Reilly

Publication date: 27 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.12.006

zbMATH Keywords

Markov process; Laplace-Stieltjes transform; limiting distribution; transient analysis; stochastic fluid model

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G17: Sample path properties

60J35: Transition functions, generators and resolvents

Related Items

Stationary distributions for a class of Markov-modulated tandem fluid queues, Slowing time: Markov-modulated Brownian motions with a sticky boundary, Matrix-analytic methods for the analysis of stochastic fluid-fluid models, Yaglom limit for stochastic fluid models, Stochastic model for maintenance in continuously deteriorating systems, Networks of interacting stochastic fluid models with infinite and finite buffers, A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes, Markov-modulated infinite-server queues driven by a common background process, The morphing of fluid queues into Markov-modulated Brownian motion

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