Markov-modulated linear fluid networks with Markov additive input

DOI10.1239/JAP/1025131438zbMath1011.60080OpenAlexW1989348343MaRDI QIDQ3153667

Offer Kella, Wolfgang Stadje

Publication date: 25 May 2003

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

Full work available at URL: https://doi.org/10.1239/jap/1025131438

zbMATH Keywords

Lévy processshot-noise processMarkov modulatedlinear stochastic fluid network

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (6)

Markov-modulated infinite-server queues with general service times ⋮ Open-loop control of stochastic fluid systems and applications ⋮ Linear stochastic fluid networks: rare-event simulation and Markov modulation ⋮ A second-order Markov-modulated fluid queue with linear service rate ⋮ Shot-noise queueing models ⋮ Moments of a Markov-modulated, irreducible network of fluid queues

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