A note on martingale inequalities for fluid models

DOI10.1016/S0167-7152(96)00007-7zbMath0879.60093OpenAlexW1973542022MaRDI QIDQ1359693

Zbigniew Palmowski, Tomasz Rolski

Publication date: 22 January 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00007-7

zbMATH Keywords

generalized eigenvalue problemqueueing fluid modelbuffer contentexponential bund

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Related Items (3)

Applications of a change of measures technique for compound mixed renewal processes to the ruin problem ⋮ Ruin probabilities in perturbed risk models ⋮ The superposition of alternating on-off flows and a fluid model

Cites Work

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• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Exponential bounds for queues with Markovian arrivals
• Busy period analysis, rare events and transient behavior in fluid flow models
• Stochastic theory of a fluid model of producers and consumers coupled by a buffer
• Bounds on the delay distribution in GI/G/1 queues
• Exponential upper bounds via martingales for multiplexers with Markovian arrivals
• Stationary distributions for fluid flow models with or without brownian noise
• Fleming–Viot Processes in Population Genetics

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