The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself

DOI10.1016/j.spa.2013.12.006zbMath1346.60122OpenAlexW2038860291MaRDI QIDQ401456

Nigel G. Bean, Małgorzata M. O'Reilly

Publication date: 27 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.12.006

zbMATH Keywords

Markov processLaplace-Stieltjes transformlimiting distributiontransient analysisstochastic fluid model

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Transition functions, generators and resolvents (60J35)

Related Items (9)

Matrix-analytic methods for the analysis of stochastic fluid-fluid models ⋮ A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes ⋮ Stationary distributions for a class of Markov-modulated tandem fluid queues ⋮ Yaglom limit for stochastic fluid models ⋮ Stochastic model for maintenance in continuously deteriorating systems ⋮ The morphing of fluid queues into Markov-modulated Brownian motion ⋮ Networks of interacting stochastic fluid models with infinite and finite buffers ⋮ Markov-modulated infinite-server queues driven by a common background process ⋮ Slowing time: Markov-modulated Brownian motions with a sticky boundary

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