Markov-modulated linear fluid networks with Markov additive input

Offer Kella*, Wolfgang Stadje

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

We consider a network of dams to which the external input is a multivariate Markov additive process. For each state of the Markov chain modulating the Markov additive process, the release rates are linear (constant multiple of the content level). Each unit of material processed by a given station is then divided into fixed proportions each of which is routed to another station or leaves the system. For each state of the modulating process, this routeing is determined by some substochastic matrix. We identify simple conditions for stability and show how to compute transient and stationary characteristics of such networks.

Original languageAmerican English
Pages (from-to)413-420
Number of pages8
JournalJournal of Applied Probability
Volume39
Issue number2
DOIs
StatePublished - Jun 2002

Keywords

  • Linear stochastic fluid network
  • Markov modulated
  • Shot-noise process

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