A matrix exponential form for hitting probabilities and its application to a Markov-modulated fluid queue with downward jumps
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Publication:4805842
DOI10.1239/jap/1034082131zbMath1037.60084MaRDI QIDQ4805842
Masakiyo Miyazawa, Hiroyuki Takada
Publication date: 2002
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1034082131
stationary distribution; fluid queue; matrix exponential; hitting probability; Markov modulated; batch fluid; GI/M/1-type queue
60J25: Continuous-time Markov processes on general state spaces
60K25: Queueing theory (aspects of probability theory)
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