Perturbation analysis of Markov modulated fluid models
Probability
2017-02-09 v1
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.
Cite
@article{arxiv.1702.02427,
title = {Perturbation analysis of Markov modulated fluid models},
author = {Sarah Dendievel and Guy Latouche},
journal= {arXiv preprint arXiv:1702.02427},
year = {2017}
}