Markov modulation of a two-sided reflected Brownian motion with application to fluid queues

Keyphrases

• Boundary Change 50%
• Continuous-time Markov Chain 50%
• Diffusion Coefficient 50%
• Drift-diffusion 50%
• Finite State Space 50%
• Fluid Queue 100%
• Irreducible 50%
• Markov Chain 100%
• Markov Modulation 100%
• Markov Process 50%
• Markov-modulated Brownian Motion 50%
• Reflected Brownian Motion 100%
• State Change 50%
• Stationary Distribution 50%
• Stochastic Boundary 50%
• Two-sided Reflection 50%
• Two-state 50%

Mathematics

• Brownian Motion 50%
• Continuous Time Markov Chain 50%
• Irreducibles 50%
• Markov Chain 100%
• Markov Process 50%
• Reflected Brownian Motion 100%
• Stochastics 50%

Computer Science

• Brownian Motion 100%
• Continuous Time 50%
• Markov Chain 100%
• Markov Process 50%
• State Space 50%
• Time Markov Chain 50%