Duality results for markov-modulated fluid flow models

Soohan Ahn; Vaidyanathan Ramaswami

doi:10.1239/jap/1318940473

Duality results for markov-modulated fluid flow models

Soohan Ahn, Vaidyanathan Ramaswami

Department of Statistics

AT&T

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

We establish some interesting duality results for Markov-modulated fluid flow models. Though fluid flow models are continuous-state analogues of quasi-birth-and-death processes, some duality results do differ by the inclusion of a scaling factor.

Original language	English
Pages (from-to)	309-318
Number of pages	10
Journal	Journal of Applied Probability
Volume	48A
DOIs	https://doi.org/10.1239/jap/1318940473
State	Published - Aug 2011

Keywords

Duality
Fluid flow
Time reversal

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10.1239/jap/1318940473

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title = "Duality results for markov-modulated fluid flow models",

abstract = "We establish some interesting duality results for Markov-modulated fluid flow models. Though fluid flow models are continuous-state analogues of quasi-birth-and-death processes, some duality results do differ by the inclusion of a scaling factor.",

keywords = "Duality, Fluid flow, Time reversal",

author = "Soohan Ahn and Vaidyanathan Ramaswami",

year = "2011",

month = aug,

doi = "10.1239/jap/1318940473",

language = "English",

volume = "48A",

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journal = "Journal of Applied Probability",

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AU - Ramaswami, Vaidyanathan

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AB - We establish some interesting duality results for Markov-modulated fluid flow models. Though fluid flow models are continuous-state analogues of quasi-birth-and-death processes, some duality results do differ by the inclusion of a scaling factor.

KW - Duality

KW - Fluid flow

KW - Time reversal

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DO - 10.1239/jap/1318940473

M3 - Article

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VL - 48A

SP - 309

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JO - Journal of Applied Probability

JF - Journal of Applied Probability

ER -

Duality results for markov-modulated fluid flow models

Abstract

Keywords

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