We consider a fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input rate of the fluid queue is characterized by a Markov modulated rate p...
: We present answers to 5 out of 10 of the "Problems, Puzzles, Challenges" proposed by G. J. Fee and M. B. Monagan in the March 1997 issue of the Sigsam Bulletin. In all cases, the answer to a seeming...
We consider a fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input rate of the fluid queue is characterized by a Markov modulated rate p...
We consider a fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input rate of the fluid queue is characterized by a Markov modulated rate p...
We consider a fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input rate of the fluid queue is characterized by a Markov modulated rate p...
: In this paper, we give a necessary and sufficient condition to perform a good normal approximation for the Monte Carlo evaluation of highly reliable Markovian systems. We have recourse to simulation...