Block-Structured Fluid Queues Driven by QBD Processes

DOI10.1080/SAP-200044451zbMATH Open1091.60030MaRDI QIDQ5707902FDOQ5707902

Authors: Yiqiang Q. Zhao, Quan-Lin Li 

Publication date: 25 November 2005

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

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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)

Cites Work

• Title not available (Why is that?)
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• Fluid Flow Models and Queues—A Connection by Stochastic Coupling
• Analysis of separable Markov-modulated rate models for information-handling systems
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• Symmetric Wiener-Hopf factorisations in Markov additive processes
• 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
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• Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
• Markov-modulated traffic with nearly complete decomposability characteristics and associated fluid queueing models
• STOCHASTIC DISCRETIZATION FOR THE LONG-RUN AVERAGE REWARD IN FLUID MODELS

Cited In (11)

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

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