Comparison Results for Markov-Modulated Recursive Models

DOI10.1017/S0269964800004769MaRDI QIDQ5488525zbMATH OpenFDO

Authors Nicole Bäuerle, Ulrich Rieder

Publication date 22 September 2006

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes (60J99) Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

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• MR/GI/1 queues by positively correlated arrival stream
• Discrete-time priority queues with two-state markov modulated arrivals
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• Inequalities: theory of majorization and its applications
• Monotonicity results for queues with doubly stochastic Poisson arrivals: Ross's conjecture
• Queues with nonstationary inputs
• Risk theory in a Markovian environment
• Stochastic convexity for multidimensional processes and its applications

Cited in

(11)

• Supermodular dependence ordering on a class of multivariate copulas
• Preservation of multivariate dependence under multivariate claim models
• On multivariate dispersion orderings based on the standard construction
• Variability of total claim amounts under dependence between claims severity and number of events
• Comparison Results for Branching Processes in Random Environments
• scientific article; zbMATH DE number 1305458 (Why is no real title available?)
• How to improve the performance of ATM multiplexers
• On the waiting time of arriving aircrafts and the capacity of airports with one or two runways
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• Stop-loss order for portfolios of dependent risks
• Compact Markov-modulated models for multiclass trace fitting

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