Approximations for Time-Dependent Distributions in Markovian Fluid Models

Sarah Dendievel () and Guy Latouche ()
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Sarah Dendievel: Université Libre de Bruxelles
Guy Latouche: Université Libre de Bruxelles

Methodology and Computing in Applied Probability, 2017, vol. 19, issue 1, 285-309

Abstract: Abstract In this paper we analyse Markov-modulated fluid processes over finite time intervals. We study the joint distribution of the level at time θ

Keywords: Markov modulated fluid; Erlangization approximations; Distribution in finite time; Joint distribution; 60J25; 60G50; 65C50 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s11009-016-9480-0

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