Stationary distributions for a class of Markov-modulated tandem fluid queues

DOI10.1080/15326349.2017.1349615MaRDI QIDQ4603847zbMATH OpenOpenAlexFDO

Authors Małgorzata M. O'Reilly, Werner R. W. Scheinhardt

Publication date 19 February 2018

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2017.1349615

zbMATH Keywords

Laplace-Stieltjes transformlimiting distributionMarkov chainstochastic fluid modeltandemtransient analysis

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• MARKOV MODULATED FLUID QUEUES WITH BATCH FLUID ARRIVALS
• Stationary analysis of a fluid queue driven by some countable state space Markov chain
• A MARKOV MODULATED FLUID QUEUE WITH BATCH ARRIVALS AND PREEMPTIONS
• Markov-modulated feedforward fluid networks
• Markov modulation of a two-sided reflected Brownian motion with application to fluid queues

Cites work

• A stochastic fluid model for an ad hoc mobile network
• A stochastic two-dimensional fluid model
• A unified framework for numerically inverting Laplace transforms
• ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• Fluid Flow Models and Queues—A Connection by Stochastic Coupling
• Fluid queues with level dependent evolution
• Hitting probabilities and hitting times for stochastic fluid flows
• scientific article; zbMATH DE number 994731 (Why is no real title available?)
• Joint distributions for interacting fluid queues
• Moments of a Markov-modulated, irreducible network of fluid queues
• Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications
• Numerical Inversion of Laplace Transforms of Probability Distributions
• On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\)
• Tandem fluid queues fed by homogeneous on-off sources
• The analysis of cyclic stochastic fluid flows with time-varying transition rates
• The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
• Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments

Cited in

(15)

• Large-deviations analysis of the fluid approximation for a controllable tandem queue
• Stochastic fluid model with jumps: the bounded model
• RAP-modulated fluid processes: first passages and the stationary distribution
• Stationary analysis of a fluid queue driven by some countable state space Markov chain
• A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes
• Moments of a Markov-modulated, irreducible network of fluid queues
• Markov modulation of a two-sided reflected Brownian motion with application to fluid queues
• MARKOV MODULATED FLUID QUEUES WITH BATCH FLUID ARRIVALS
• A MARKOV MODULATED FLUID QUEUE WITH BATCH ARRIVALS AND PREEMPTIONS
• A matrix exponential form for hitting probabilities and its application to a Markov-modulated fluid queue with downward jumps
• Markov modulated fluid network process: tail asymptotics of the stationary distribution
• Matrix-analytic methods for the analysis of stochastic fluid-fluid models
• Stationary Analysis of a Fluid Queue with Input Rate Varying as an Ornstein–Uhlenbeck Process
• Joint distributions for interacting fluid queues
• Markov-modulated feedforward fluid networks

This page was built for publication: Stationary distributions for a class of Markov-modulated tandem fluid queues

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4603847)