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 | |
| State | Published - Aug 2011 |
Keywords
- Duality
- Fluid flow
- Time reversal