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The morphing of fluid queues into Markov-modulated Brownian motion - MaRDI portal

The morphing of fluid queues into Markov-modulated Brownian motion (Q3466704)

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The morphing of fluid queues into Markov-modulated Brownian motion
scientific article

    Statements

    author
    Guy Latouche
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    Giang T. Nguyen
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    publication date
    25 January 2016
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    zbMATH Keywords
    Markov-modulated linear fluid models
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    Markov-modulated Brownian motion
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    weak convergence
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    stationary distribution
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    computational methods
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    arXiv classification
    math.PR
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    cites work
    Q4269108
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    Q4089603
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    Functions of Matrices
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    Q4110164
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    Q3923308
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    Q2725205
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    Identifiers

    DOI
    10.1214/13-SSY133
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    Mathematics Subject Classification ID
    60J25
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    60J65
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    60F05
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    60F17
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    60B10
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    zbMATH DE Number
    6534927
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    arXiv ID
    1311.3359
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