Block-Structured Fluid Queues Driven by QBD Processes

DOI10.1080/SAP-200044451MaRDI QIDQ5707902zbMATHFDO

Authors Yiqiang Q. Zhao, Quan-Lin Li

Publication date 25 November 2005

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic environmentRG-factorizationpassage time distributionstationary buffer content

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Processes in random environments (60K37) Inventory, storage, reservoirs (90B05)

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Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• β-Invariant Measures for Transition Matrices of GI/M/1 Type
• A Fluid Reservoir Regulated by a Birth-Death Process
• A computational approach for fluid queues driven by truncated birth-death processes
• A fluid queue driven by a Markovian queue
• An M/M/1 driven fluid queue -- continued fraction approach
• Analysis of separable Markov-modulated rate models for information-handling systems
• Distribution of busy period in stochastic fluid models1
• Equilibrium distribution of block-structured Markov chains with repeating rows
• Fluid Flow Models and Queues—A Connection by Stochastic Coupling
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Fluid queue driven by a GI/GI/1 queue
• Fluid queue driven by an \(M/M/1\) queue
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Markov-modulated traffic with nearly complete decomposability characteristics and associated fluid queueing models
• Mean first passage times in fluid queues
• STOCHASTIC DISCRETIZATION FOR THE LONG-RUN AVERAGE REWARD IN FLUID MODELS
• Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
• Simple analysis of a fluid queue driven by an \(M/M/1\) queue
• Stationary distributions for fluid flow models with or without brownian noise
• Stochastic theory of a fluid model of producers and consumers coupled by a buffer
• Symmetric Wiener-Hopf factorisations in Markov additive processes

Cited in

(11)

• Random walk, birth-and-death process and their fluid approximations: Absorbing case
• Two Types ofRG-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals
• Fluid queue driven by a multi-server queue with multiple vacations and vacation interruption
• Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations
• Stationary analysis for the fluid model driven by the \({\mathrm{M}/\mathrm{M}/c}\) working vacation queue
• Fluid queues driven by birth and death processes with quadratic rates
• Fluid Flow Models and Queues—A Connection by Stochastic Coupling
• Performance analysis of a fluid flow system modulated by a single server queue prone to catastrophic failures and repairs
• Fluid model modulated by an \(\mathrm{M}/\mathrm{M}/1\) working vacation queue with negative customer
• Mean first passage times in fluid queues
• Fluid model driven by an \(\mathrm{M}/\mathrm{M}/1\) queue with multiple vacations and \(N\)-policy

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