Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
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Publication:4451557
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- The Fourier-series method for inverting transforms of probability distributions
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Cited in
(54)- Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter
- Yaglom limit for stochastic fluid models
- Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation
- Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion
- Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
- A Markov-modulated fluid flow queueing model under \(D\)-policy
- Modelling and analysis of Markovian continuous flow systems with a finite buffer
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
- Optimal Inventory Policies Under Stochastic Production and Demand Rates
- Hitting probabilities and hitting times for stochastic fluid flows
- Moments computation for general Markov fluid models
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- Analysis of a threshold dividend strategy for a MAP risk model
- A MAP-modulated fluid flow model with multiple vacations
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- On a Generalization of the Risk Model with Markovian Claim Arrivals
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- A make-to-stock production/inventory model with MAP arrivals and phase-type demands
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
- Estimation of the workload correlation in a Markov fluid queue
- Transient analysis of Markov-fluid-driven queues
- A transient analysis of Markov fluid models with jumps
- Bilateral Phase Type Distributions
- Queueing systems fed by many exponential on-off sources: an infinite-intersection approach
- The morphing of fluid queues into Markov-modulated Brownian motion
- Transient analysis of piecewise homogeneous Markov fluid models
- The analysis of cyclic stochastic fluid flows with time-varying transition rates
- Stationary analysis of a fluid queue driven by some countable state space Markov chain
- A jump-fluid production-inventory model with a double band control
- A factorization property for \(BMAP/G/1\) vacation queues under variable service speed
- Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments
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- scientific article; zbMATH DE number 4055239 (Why is no real title available?)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- Markov-modulated fluid flow model with server maintenance period
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- A stochastic two-dimensional fluid model
- Transient analysis of fluid flow models via matrix decomposition
- 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
- On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\)
- The Erlangization method for Markovian fluid flows
- Steady state analysis of finite fluid flow models using finite QBDs
- Multi-stage stochastic fluid models for congestion control
- Second-order fluid models with general boundary behaviour
- HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL
- Transient and asymptotic analysis of general Markov fluid models
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