Markov-modulated linear fluid networks with Markov additive input

Autor(en): Kella, O
Stadje, W 
Stichwörter: linear stochastic fluid network; Markov modulated; Mathematics; shot-noise process; Statistics & Probability
Erscheinungsdatum: 2002
Herausgeber: APPLIED PROBABILITY TRUST
Journal: JOURNAL OF APPLIED PROBABILITY
Volumen: 39
Ausgabe: 2
Startseite: 413
Seitenende: 420
Zusammenfassung: 
We consider a network of dams to which the external input is a multivariate Markov additive process. For each state of the Markov chain modulating the Markov additive process, the release rates are linear (constant multiple of the content level). Each unit of material processed by a given station is then divided into fixed proportions each of which is routed to another station or leaves the system. For each state of the modulating process, this routeing is determined by some substochastic matrix. We identify simple conditions for stability and show how to compute transient and stationary characteristics of such networks.
ISSN: 00219002
DOI: 10.1239/jap/1025131438

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