Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145024 | Journal of the Korean Statistical Society | 2009 | 16 Pages |
Abstract
In this paper, we consider Markov fluid models with jumps which are useful for e.g. insurance risk modeling and the performance analysis of high-speed data networks. Recently, Ahn and Ramaswami [Ahn, S. & Ramaswami, V. (2004). Transient analysis of fluid flow models via stochastic coupling to a queue. Stochastic Models, 20 (1) 71–101] provided a transient analysis of the Markov modulated fluid flow model using stochastic coupling to a queueing model. Here we extend their results and provide a transient analysis of Markov fluid models with jumps. We also present some numerical examples.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Soohan Ahn,