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Fluid Flow Models and Queues—A Connection by Stochastic Coupling

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References

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1999Matrix analytic methods for stochastic fluid flows136 cited
1990A duality theorem for the matrix paradigms in queueing theory90 cited

Cited by

2005Efficient algorithms for transient analysis of stochastic fluid flow models89 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
2009

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Modelling and analysis of Markovian continuous flow systems with a finite buffer

47 cited

2007Performance measures of a multi-layer Markovian fluid model43 cited

2006On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals43 cited

2005Steady State Analysis of Finite Fluid Flow Models Using Finite QBDs36 cited

2013A Stochastic Two-Dimensional Fluid Model32 cited

2006Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments32 cited

2014A single server queue with Markov modulated service rates and impatient customers29 cited

2011Production-inventory systems in stochastic environment and stochastic lead times28 cited

2013Applications in Queueing Theory26 cited

2010A fluid queue modulated by two independent birth–death processes25 cited