Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
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Publication:4451557
DOI10.1081/STM-120028392zbMATH Open1038.60086OpenAlexW2043809377MaRDI QIDQ4451557FDOQ4451557
Authors: Soohan Ahn, Vaidyanathan Ramaswami 
Publication date: 26 February 2004
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/stm-120028392
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Cited In (54)
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- The analysis of cyclic stochastic fluid flows with time-varying transition rates
- HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL
- Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs
- The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
- A make-to-stock production/inventory model with MAP arrivals and phase-type demands
- Second-order fluid models with general boundary behaviour
- Efficient algorithms for transient analysis of stochastic fluid flow models
- Optimal Inventory Policies Under Stochastic Production and Demand Rates
- A jump-fluid production-inventory model with a double band control
- Transient and asymptotic analysis of general Markov fluid models
- Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
- 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
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- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- Queueing systems fed by many exponential on-off sources: an infinite-intersection approach
- Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments
- Recursive calculation of the dividend moments in a multi-threshold risk model
- Markov-modulated fluid flow model with server maintenance period
- The Erlangization method for Markovian fluid flows
- Fluid Models with Burst Arrivals: A Sample Path Analysis
- Multi-stage stochastic fluid models for congestion control
- A stochastic two-dimensional fluid model
- Modelling and analysis of Markovian continuous flow systems with a finite buffer
- Stochastic fluid model with jumps: the bounded model
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion
- A factorization property for \(BMAP/G/1\) vacation queues under variable service speed
- Performance measures of a multi-layer Markovian fluid model
- A transient analysis of Markov fluid models with jumps
- Steady state analysis of finite fluid flow models using finite QBDs
- Hitting probabilities and hitting times for stochastic fluid flows
- Moments computation for general Markov fluid models
- Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations
- Stationary analysis of a fluid queue driven by some countable state space Markov chain
- A Markov-modulated fluid flow queueing model under \(D\)-policy
- A MAP-modulated fluid flow model with multiple vacations
- Estimation of the workload correlation in a Markov fluid queue
- Transient analysis of fluid flow models via matrix decomposition
- Transient analysis of Markov-fluid-driven queues
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
- Bilateral Phase Type Distributions
- Fluid Flow Models and Queues—A Connection by Stochastic Coupling
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps
- The morphing of fluid queues into Markov-modulated Brownian motion
- ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
- Transient analysis of piecewise homogeneous Markov fluid models
- On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\)
- On a Generalization of the Risk Model with Markovian Claim Arrivals
- Matrix-analytic methods for the analysis of stochastic fluid-fluid models
- Yaglom limit for stochastic fluid models
- Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter
- Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
- Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation
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