期刊文献+

On the Asymptotic Behavior of the Storage Process Fed by a Markov Modulated Brownian Motion

On the Asymptotic Behavior of the Storage Process Fed by a Markov Modulated Brownian Motion
原文传递
导出
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2008年第1期75-84,共10页 应用数学学报(英文版)
基金 the National Natural Science Foundation of China (No. 10131040).
关键词 Markov modulated Brownian motion stationary distribution Markov modulated Brownian motion, stationary distribution
  • 相关文献

参考文献9

  • 1Ang, E., Barria, J. The Markov modulated regulated Brownian motion: a second-order fluid flow of a finite buffer. Queueing Systems, 35:263 287 (2000).
  • 2Asmussen, S. Stationary distributions for fluid flow models with or wothout Brownian noise. Comm. Star. Stoch. Models, 11(1): 21-49 (1995).
  • 3Asmussen, S. Applied probability and queues, 2nd ed. Springer-Verlag, New York, 2003.
  • 4Glynn, P., Whitt, W. Logarithmic asymptotics for steely-state tail probabilities in a single-server queue. J. Appl. Prob., 31A: 131-156 (1994).
  • 5Harrison, J. Brownian motion and stochastic flow ststems, Wiley, New York, 1985.
  • 6Karandikar, R., Kulkarni, V. Second-order fuild flow model of a date-buffer in reandom environment. Oper. Res., 43(1): 77-88 (1995).
  • 7Kella, O., Stadje, W. A Brownian motion with two reflecting barriers and Markov-modulated speed. J. Appl. Prob., 41(4): 1237-1242 (2004).
  • 8Leadbetter, M., Lindgren, G.,Rootzen, H. Extremes and related properties of random sequences and pro- cesses. Springer-Verlag, New York, 1983.
  • 9Zeevi, A., Glynn, P. On the maximum workload of a queue fed by fractional Brownian Motion. Ann. Appl. Prob., 10(4): 1084-1099 (2000).

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部