Performance measures of a multi-layer Markovian fluid model
type: Item
instance of: scholarly article
title: Performance measures of a multi-layer Markovian fluid model
zbMATH Open document ID: 1145.60048
author: Nigel G. Bean
author: Małgorzata M. O'Reilly
published in: Annals of Operations Research
publication date: 2008-06-11T00:00:00Z
review text: The paper analyzes a multi-layer fluid flow model, which can be useful in modelling many real world systems with threshold controls, in which the behaviour of the fluid changes at the boundaries. It introduces several time-related performance measures and obtains the expressions for the Laplace-Stieltjes transforms for them. The results have been illustrated by evaluating more detailed performance measures of a model that exist in the literature. The paper also demonstrates that its technique is practical for the numerical determination of probability density function, as well as probabilities and moments.
reviewed by: Oleg K. Zakusilo
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60K30
zbMATH DE Number: 5286505
zbMATH Keywords: Markovian fluid models
zbMATH Keywords: first return times
zbMATH Keywords: sojourn times
MaRDI profile type: Publication
full work available at URL: s10479-007-0299-5
OpenAlex ID: W2024080161
cites work: Numerical Inversion of Laplace Transforms of Probability Distributions
cites work: Fluid Flow Models and Queues—A Connection by Stochastic Coupling
cites work: Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
cites work: Efficient algorithms for transient analysis of stochastic fluid flow models
cites work: Steady state analysis of finite fluid flow models using finite QBDs
cites work: Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
cites work: Stationary distributions for fluid flow models with or without brownian noise
cites work: ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
cites work: Hitting probabilities and hitting times for stochastic fluid flows
cites work: Q4793334
cites work: Models of network access using feedback fluid queues
cites work: Simple models of network access, with applications to the design of joint rate and admission control.
cites work: Passage times in fluid models with application to risk processes
cites work: Compliance of the Token-Bucket Model with Markovian Traffic
cites work: Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
DOI: 10.1007/S10479-007-0299-5
description: scientific article; zbMATH DE number 5286505