A Markovian storage model

DOI10.1214/aoap/1034968066zbMath0863.60096OpenAlexW2025064196MaRDI QIDQ1921432

António Pacheco, N. U. Prabhu

Publication date: 10 June 1997

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034968066

zbMATH Keywords

integral equationWiener-Hopf factorizationbusy periodadditive functionalcommunication systemsMarkov-additive processesMarkov random walkstorage models

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (4)

Categorical foundations for randomly timed automata ⋮ Two-Sided Reflection of Markov-Modulated Brownian Motion ⋮ Patterns of buffer overflow in a class of queues with long memory in the input stream ⋮ Strong convergence to two-dimensional alternating Brownian motion processes

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• Computing the invariant law of a fluid model
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