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Estimation of the workload correlation in a Markov fluid queue

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Publication:351498
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DOI10.1007/s11134-013-9352-zzbMath1270.60103OpenAlexW2147693944MaRDI QIDQ351498

M. R. H. Mandjes, Bahar Kaynar

Publication date: 5 July 2013

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-013-9352-z


zbMATH Keywords

simulationvariance reductioncouplingMarkov fluid queuesworkload correlation


Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Continuous-time Markov processes on discrete state spaces (60J27)


Related Items

The correlation function of a queue with Lévy and Markov additive input



Cites Work

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  • Transient analysis of Markov-fluid-driven queues
  • Singularities of the matrix exponent of a Markov additive process with one-sided jumps
  • The correlation functions of rbm and m/m/1
  • On Queues with Poisson Arrivals
  • The covariance function of the virtual waiting-time process in an M/G/1 queue
  • Stochastic Properties of Waiting Lines
  • Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue
  • On the Correlation Structure of a Lévy-Driven Queue
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