This is a revised and expanded version of the earlier edition. The new material is on Markov-
modulated storage processes arising from queueing and data commu nication models. The …

In this paper we introduce a new class of stochastic Petri nets in which one or more places
can hold fluid rather than discrete tokens. We define a class of fluid stochastic Petri nets in …

" Constructive Computation in Stochastic Models with Applications: The RG-Factorizations"
provides a unified, constructive and algorithmic framework for numerical computation of …

Generalized processor sharing (GPS) is the basis for the packet scheduler of choice in IP
routers and ATM switches of the future. The currently accepted approach for the design of …

The book presents a coherent treatment of Markov random walks and Markov additive
processes together with their applications. Part I provides the foundations of these stochastic …

In this paper we consider the first passage process of a spectrally negative Markov additive
process (MAP). The law of this process is uniquely characterized by a certain matrix function …

The Compound Poisson Process (CPP) is one of the most basic and popular models in
applied probability. It can represent a workload arrival process, where customers (or …

We consider an infinite-capacity s-server queue in a finite-state random environment, where
the traffic intensity exceeds 1 in some environment states and the environment states …

Abstract Models in economics and other fields often require a restricted Brownian motion
because frequently implicit or explicit barriers restrict the domain. This paper contributes to …

We investigate how a power-save mode affects the battery life of a device subject to
stochastically determined charging and discharging periods. We use a multi-regime fluid …