Matrix-analytic methods for the analysis of stochastic fluid-fluid models

DOI10.1080/15326349.2022.2049823zbMath1491.60126arXiv2010.13077OpenAlexW3094519930MaRDI QIDQ5090306

Małgorzata M. O'Reilly, Nigel G. Bean, Zbigniew Palmowski

Publication date: 18 July 2022

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.13077

zbMATH Keywords

Laplace-Stieltjes transformMarkov chaintransient analysisstochastic fluid modelstationary analysisstochastic fluid-fluid model

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queues and service in operations research (90B22) Continuous-time Markov processes on discrete state spaces (60J27)

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