On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion

DOI10.1007/S10255-006-6030-5zbMath1153.90324OpenAlexW2042369523MaRDI QIDQ925983

Xue-Qiang Wang, Xiao-yu Xing

Publication date: 26 May 2008

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-006-6030-5

zbMATH Keywords

stationary distributionMarkov modulated Brownian motion

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Inventory, storage, reservoirs (90B05)

Related Items (1)

On intensities of perturbed random measures on Hausdorff spaces

Cites Work

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• Extremes and related properties of random sequences and processes
• The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer
• On the maximum workload of a queue fed by fractional Brownian motion.
• Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
• Stationary distributions for fluid flow models with or without brownian noise
• A Brownian motion with two reflecting barriers and Markov-modulated speed
• Applied Probability and Queues
• Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment

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