Two-Sided Reflection of Markov-Modulated Brownian Motion
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Publication:2904314
DOI10.1080/15326349.2012.672285zbMath1255.60161OpenAlexW1969026452MaRDI QIDQ2904314
Bernardo D'auria, Offer Kella, Jevgenijs Ivanovs, M. R. H. Mandjes
Publication date: 13 August 2012
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://pure.uva.nl/ws/files/1596212/117170_D_Auria_Mandjes_ea_StochModels_2012.pdf
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Processes in random environments (60K37)
Related Items (12)
Exit Problems for Reflected Markov-Modulated Brownian Motion ⋮ Occupation Times for Markov-Modulated Brownian Motion ⋮ Markov-modulated Brownian motions perturbed by catastrophes ⋮ Strong convergence to two-dimensional alternating Brownian motion processes ⋮ Markov modulation of a two-sided reflected Brownian motion with application to fluid queues ⋮ Occupation densities in solving exit problems for Markov additive processes and their reflections ⋮ Markov-modulated Brownian motion with temporary change of regime at level zero ⋮ The morphing of fluid queues into Markov-modulated Brownian motion ⋮ Markov-Modulated Brownian Motion with Two Reflecting Barriers ⋮ First Passage of a Markov Additive Process and Generalized Jordan Chains ⋮ Fluid approach to two-sided reflected Markov-modulated Brownian motion ⋮ A large deviations principle for infinite-server queues in a random environment
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