The Erlangization method for Markovian fluid flows
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Publication:928216
DOI10.1007/s10479-008-0309-2zbMath1140.60357OpenAlexW1972419530MaRDI QIDQ928216
Douglas G. Woolford, David A. Stanford, Vaidyanathan Ramaswami
Publication date: 11 June 2008
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-008-0309-2
Queueing theory (aspects of probability theory) (60K25) Other physical applications of random processes (60K40)
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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
- Hitting probabilities and hitting times for stochastic fluid flows
- Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments
- An Inversion Technique for the Laplace Transform
- An Inversion Technique for the Laplace Transform with Application to Approximation
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- A logarithmic reduction algorithm for quasi-birth-death processes
- Stationary distributions for fluid flow models with or without brownian noise
- Fluid Flow Models and Queues—A Connection by Stochastic Coupling
- Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
- Erlangian Approximations for Finite-Horizon Ruin Probabilities
- The surplus prior to ruin and the deficit at ruin for a correlated risk process
- Erlangized Fluid Queues with Application To Uncontrolled Fire Perimeter
- Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
- Efficient algorithms for transient analysis of stochastic fluid flow models
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