Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
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Given a Markovian fluid flow, a sequence of queues on the same probability space is constructed. These queues are stochastically coupled to the fluid flow and can be analyzed using the matrix-geometric method. This eventually provides a characterization of transient results for the fluid model.
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Cited in
(55)- Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
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- A MAP-modulated fluid flow model with multiple vacations
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- On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\)
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