This work presents an approach for reducing the number of arithmetic operations involved in the computation of a stationary distribution for a finite Markov ...

Nov 18, 2021 · Abstract. We consider a Markov modulated fluid queue for which the environment is nearly completely decomposable. Under the basic assumption ...

Two-time-scale stochastic functional differential equations with wideband noises and jumps · Mathematics, Physics. Chaos, Solitons & Fractals · 2024.

This paper derives new algorithms for the computation of moments in general Markov fluid models. The first one is recursive: the nth moment is obtained from ...

Jan 1, 2022 · We consider a Markov modulated fluid queue for which the environment is nearly completely decomposable.

Mar 10, 2022 · instance of · scholarly article ; title. Singularly Perturbed Markov Modulated Fluid Queues (English) ; published in · SIAM Journal on Matrix ...

... perturbed Chebysev polynomials. Since by (2.25) we have T1(0) > 1 we find from [19, Section II.4 and page 205] that the sequence {ζi}∞ i=1, where ζi is the ...

Feb 29, 2008 · We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular, the ray method ...

We consider perturbations of positive recurrent Markov modulated fluid models. In addition to the infinitesimal generator of the phases, we also perturb the ...

This work examines a class of path-dependent stochastic systems which are hybrid with wideband noise, Poisson jumps and a singularly perturbed Markov chain.