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A Stochastic Two-Dimensional Fluid Model
8 references·1 citing·24 second hop
A Stochastic Two-Dimensional Fluid Model (2013)A Stochastic Two-Dimensional Fluid ModelTime 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…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—…Matrix analytic methods for stochastic fluid flows (1999)Matrix analytic methods for s…Stationary distributions for fluid flow models with or without brownian noise (1995)Stationary distributions for …The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself (2014)The stochastic fluid–fluid mo…Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Matrix-Geometric Solutions to Stochastic Models (1984)A logarithmic reduction algorithm for quasi-birth-death processes (1993)Matrix-analytic methods for fluid queues with finite buffers (2005)Fluid Models in Queueing Theory and Wiener-Hopf Factorization of Markov Chains (1994)HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL (2008)Level‐Dependent Quasi‐Birth‐and‐Death Processes (2011)Stochastic Fluid Model with Jumps: The Bounded Model (2020)Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)Passage Times in Fluid Models with Application to Risk Processes (2006)Dependent Risk Models with Bivariate Phase-Type Distributions (2009)Introduction to Stochastic Processes (2014)Introduction to Matrix Analytic Methods in Stochastic Modeling (2000)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)An introduction to mathematical risk theory (1979)On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals (2006)The erlangization method for Markovian fluid flows (2008)Poisson Arrivals See Time Averages (1982)
this work references cited by second hop

References

  • 1995Stationary distributions for fluid flow models with or without brownian noise206 cited
  • 1999Matrix analytic methods for stochastic fluid flows136 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
  • 2007Performance measures of a multi-layer Markovian fluid model43 cited

Cited by

  • 2014The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself23 cited

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