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7 results on '"Dendievel, Sarah"'

6. A Fluid Queue Modulated by a Varying Markovian Environment.

Author

Dendievel, Sarah, Latouche, Guy, and Yuanyuan Liu

Subjects
*MARKOV processes, *INFINITY (Mathematics), *SERIES expansion (Mathematics), *MATHEMATICAL functions, *CONSUMERS
Abstract

We consider an infinite fluid queue modulated by a Markovian environment which varies slowly between two different modes of behaviour. We derive the series expansion of the stationary density of its buffer content as a function of the aggregated stationary densities of the buffer contents of the two environmental fluid queues. [ABSTRACT FROM AUTHOR]

Published
2018
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7. Perturbation analysis of Markov modulated fluid models.

Author

Dendievel, Sarah and Latouche, Guy

Subjects
*MARKOV processes, *PERTURBATION theory, *PROBABILITY theory, *MATRICES (Mathematics), *MATHEMATICAL models, *PERMUTATIONS, *RICCATI equation
Abstract

We consider perturbations of positive recurrent Markov modulated fluid models. In addition to the infinitesimal generator of the phases, we also perturb the rate matrix, and analyze the effect of those perturbations on the matrix of first return probabilities to the initial level. Our main contribution is the construction of a substitute for the matrix of first return probabilities, which enables us to analyze the effect of the perturbation under consideration. [ABSTRACT FROM AUTHOR]

Published
2017
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