Comparison Results for Markov-Modulated Recursive Models

DOI10.1017/S0269964800004769zbMATH Open1096.60518MaRDI QIDQ5488525FDOQ5488525

Authors: Nicole Bäuerle, Ulrich Rieder 

Publication date: 22 September 2006

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

Recommendations

• Comparisons of dependence for stationary Markov processes
• Markov models of queueing-inventory systems with variable order size
• Markov-modulated queueing systems
• Stochastic Orderings for Markov Processes on Partially Ordered Spaces
• Markov-modulated single-server queueing systems

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Inequalities: theory of majorization and its applications
• Inequalities for distributions with given marginals
• Risk theory in a Markovian environment
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic convexity for multidimensional processes and its applications
• Discrete-time priority queues with two-state markov modulated arrivals
• Queues with nonstationary inputs
• Monotonicity results for queues with doubly stochastic Poisson arrivals: Ross's conjecture
• MR/GI/1 queues by positively correlated arrival stream

Cited In (11)

• Preservation of multivariate dependence under multivariate claim models
• Stop-loss order for portfolios of dependent risks
• Supermodular dependence ordering on a class of multivariate copulas
• Variability of total claim amounts under dependence between claims severity and number of events
• Compact Markov-modulated models for multiclass trace fitting
• How to improve the performance of ATM multiplexers
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• On multivariate dispersion orderings based on the standard construction
• On the waiting time of arriving aircrafts and the capacity of airports with one or two runways
• Comparison Results for Branching Processes in Random Environments
• Title not available (Why is that?)

This page was built for publication: Comparison Results for Markov-Modulated Recursive Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488525)