Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs

DOI10.1016/j.jkss.2013.12.004zbMath1306.60133OpenAlexW1999137558MaRDI QIDQ397234

Jung Woo Baek, Soohan Ahn

Publication date: 11 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2013.12.004

zbMATH Keywords

dualityRiccati equationcompleted graphMarkov modulated fluid flow model with jumpsph-type distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cites Work

• Passage times in fluid models with application to risk processes
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• A transient analysis of Markov fluid models with jumps
• Hitting probabilities and hitting times for stochastic fluid flows
• Stochastic-Process Limits
• Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for M-Matrices
• Duality results for Markov-modulated fluid flow models
• A duality theorem for the matrix paradigms in queueing theory
• Markov processes whose steady state distribution is matrix-exponential with an application to the GI/PH/1 queue
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
• FLUID MODELS WITH JUMPS
• A matrix exponential form for hitting probabilities and its application to a Markov-modulated fluid queue with downward jumps

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