RAP-modulated fluid processes: First passages and the stationary distribution
نویسندگان
چکیده
We construct a stochastic fluid process with an underlying piecewise deterministic Markov (PDMP) akin to the one used in construction of rational arrival (RAP) Asmussen and Bladt (1999) which we call RAP-modulated process. As opposed classic Markov-modulated driven by jump process, PDMP has continuous state space is matrix parameters may not be related intensity matrix. Through novel techniques show how well-known formulae associated such as first passage probabilities stationary distribution its queue, translate counterpart.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2022
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2022.03.013