On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion
DOI10.1007/S10255-006-6030-5zbMATH Open1153.90324OpenAlexW2042369523MaRDI QIDQ925983FDOQ925983
Authors: Xueqiang Wang, Xiaoyu Xing 
Publication date: 26 May 2008
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-006-6030-5
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Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Inventory, storage, reservoirs (90B05)
Cites Work
- Extremes and related properties of random sequences and processes
- Applied Probability and Queues
- Stationary distributions for fluid flow models with or without brownian noise
- Title not available (Why is that?)
- On the maximum workload of a queue fed by fractional Brownian motion.
- Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
- The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer
- Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
- A Brownian motion with two reflecting barriers and Markov-modulated speed
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