کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1144619 957424 2014 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs
چکیده انگلیسی

In this paper, we analyze Markov modulated fluid flow processes with one-sided ph-type jumps using the completed graph and also through the limits of coupled queueing processes to be constructed. For the models, we derive various results on time-dependent distributions and distributions of first passage times, and present the Riccati equations that transform matrices of the first return times to 0 satisfy. The Riccati equations enable us to compute the transform matrices using Newton’s method which is known very fast and stable. Finally, we present some duality results between the model with ph-type downward jumps and the model with ph-type upward jumps. This paper contains extended results of Ahn (2009) and probabilistic interpretations given by the completed graphs.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 43, Issue 3, September 2014, Pages 415–424
نویسندگان
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