التفاصيل البيبلوغرافية
| العنوان: |
RAP-modulated Fluid Processes: First Passages and the Stationary Distribution |
| المؤلفون: |
Bean, Nigel G., Nguyen, Giang T., Nielsen, Bo F., Peralta, Oscar |
| سنة النشر: |
2021 |
| المجموعة: |
Mathematics |
| مصطلحات موضوعية: |
Mathematics - Probability, 60J25, 60G17 |
| الوصف: |
We construct a stochastic fluid process with an underlying piecewise deterministic Markov process (PDMP) akin to the one used in the construction of the rational arrival process (RAP), which we call the RAP-modulated fluid process. As opposed to the classic stochastic fluid process driven by a Markov jump process, the underlying PDMP of a RAP-modulated fluid process has a continuous state space and is driven by matrix parameters which may not be related to an intensity matrix. Through novel techniques we show how well-known formulae associated to the classic stochastic fluid process, such as first passage probabilities and the stationary distribution of its queue, translate to its RAP-modulated counterpart. |
| نوع الوثيقة: |
Working Paper |
| URL الوصول: |
http://arxiv.org/abs/2101.03242 |
| رقم الانضمام: |
edsarx.2101.03242 |
| قاعدة البيانات: |
arXiv |