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Matrix analytic methods for stochastic fluid flows
5 references·16 citing·24 second hop
Matrix analytic methods for stochastic fluid flows (1999)Matrix analytic methods for stochastic fl…Stationary distributions for fluid flow models with or without brownian noise (1995)Stationary distributions for …A logarithmic reduction algorithm for quasi-birth-death processes (1993)A logarithmic reduction algor…Analysis of separable Markov-modulated rate models for information-handling systems (1991)Analysis of separable Markov-…Matrix-Geometric Solutions to Stochastic Models (1984)Matrix-Geometric Solutions to…Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Stochastic Theory of a Data-H…Stochastic Fluid Model with Jumps: The Bounded Model (2020)Stochastic Fluid Model with J…Performance evaluation of two-machine lines with generalized thresholds (2018)Performance evaluation of two…A Stochastic Two-Dimensional Fluid Model (2013)A Stochastic Two-Dimensional …The erlangization method for Markovian fluid flows (2008)The erlangization method for …Solving Multi-Regime Feedback Fluid Queues (2008)Solving Multi-Regime Feedback…Fluid queues with level dependent evolution (2008)Fluid queues with level depen…Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (2007)Time dependent analysis of fi…Performance measures of a multi-layer Markovian fluid model (2007)Performance measures of a mul…Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments (2006)Transient Analysis of Fluid M…Passage Times in Fluid Models with Application to Risk Processes (2006)Passage Times in Fluid Models…Steady State Analysis of Finite Fluid Flow Models Using Finite QBDs (2005)Steady State Analysis of Fini…Matrix-analytic methods for fluid queues with finite buffers (2005)Matrix-analytic methods for f…Efficient algorithms for transient analysis of stochastic fluid flow models (2005)Efficient algorithms for tran…Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue (2004)Transient Analysis of Fluid F…Risk processes analyzed as fluid queues (2004)Risk processes analyzed as fl…Fluid Flow Models and Queues—A Connection by Stochastic Coupling (2003)Fluid Flow Models and Queues—…Stochastic theory of a fluid model of producers and consumers coupled by a buffer (1988)Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)Modelling and analysis of Markovian continuous flow systems with a finite buffer (2009)Dependent Risk Models with Bivariate Phase-Type Distributions (2009)Introduction to Stochastic Processes (2014)Stochastic-process limits : an introduction to stochastic-process limits and their application to queues (2002)Transient Analysis of Downtimes and Bottleneck Dynamics in Serial Manufacturing Systems (2010)Applied Probability and Queues (1987)First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (2008)Rare Events Simulation for Heavy-Tailed Distributions (2000)Erlangian Approximations for Finite-Horizon Ruin Probabilities (2002)Applied Probability and Queues (2003)Poisson Arrivals See Time Averages (1982)A Many-Server Queue with Service Interruptions (1968)Fluid models for the analysis and design of statistical multiplexing with loss priorities on multiple classes of bursty traffic (1992)Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues (1993)Inventory Control in a Fluctuating Demand Environment (1993)To Queue or Not to Queue: Equilibrium Behavior in Queueing Systems (2003)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Traffic modeling for telecommunications networks (1994)Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes (1995)Spectral analysis ofM/G/1 andG/M/1 type Markov chains (1996)The Batch Markovian Arrival Process: A Review and Future Work (2001)
this work references cited by second hop

References

  • 1984Matrix-Geometric Solutions to Stochastic Models1,706 cited
  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1993A logarithmic reduction algorithm for quasi-birth-death processes391 cited
  • 1991Analysis of separable Markov-modulated rate models for information-handling systems209 cited
  • 1995Stationary distributions for fluid flow models with or without brownian noise206 cited

Cited by

  • 2005Matrix-analytic methods for fluid queues with finite buffers102 cited
  • 2003Fluid Flow Models and Queues—A Connection by Stochastic Coupling90 cited
  • 2005Efficient algorithms for transient analysis of stochastic fluid flow models89 cited
  • 2004Risk processes analyzed as fluid queues86 cited
  • 2004Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue79 cited
  • 2007Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier70 cited
  • 2006Passage Times in Fluid Models with Application to Risk Processes66 cited
  • 2008Fluid queues with level dependent evolution57 cited
  • 2008The erlangization method for Markovian fluid flows51 cited
  • 2007Performance measures of a multi-layer Markovian fluid model

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43 cited
  • 2020Stochastic Fluid Model with Jumps: The Bounded Model38 cited
  • 2008Solving Multi-Regime Feedback Fluid Queues36 cited
  • 2005Steady State Analysis of Finite Fluid Flow Models Using Finite QBDs36 cited
  • 2018Performance evaluation of two-machine lines with generalized thresholds34 cited
  • 2013A Stochastic Two-Dimensional Fluid Model32 cited
  • 2006Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments32 cited