scholarly journals Transient and First Passage Time Distributions of First- and Second-order Multi-regime Markov Fluid Queues via ME-fication

2020 ◽  
Author(s):  
Nail Akar ◽  
Omer Gursoy ◽  
Gabor Horvath ◽  
Miklos Telek
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Second Order ◽  
First Passage ◽  
Fluid Queues ◽  
Markov Fluid Queues

scholarly journals Distributional Properties of Fluid Queues Busy Period and First Passage Times

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 1988
Author(s):  
Zbigniew Palmowski
Keyword(s):  
Markov Process ◽  
Busy Period ◽  
First Passage Time ◽  
Passage Time ◽  
Fluid Queue ◽  
First Passage ◽  
Fluid Queues ◽  
Distributional Properties ◽  
Finite State ◽  
Passage Times

In this paper, I analyze the distributional properties of the busy period in an on-off fluid queue and the first passage time in a fluid queue driven by a finite state Markov process. In particular, I show that the first passage time has a IFR distribution and the busy period in the Anick-Mitra-Sondhi model has a DFR distribution.

scholarly journals Mean first-passage time of second-order and under-damped asymmetric bistable model

2016 ◽  
Vol 40 (21-22) ◽  
pp. 9445-9453 ◽  
Author(s):  
Yong-Feng Guo ◽  
Bei Xi ◽  
Ya-Jun Shen ◽  
Jian-Guo Tan
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Second Order ◽  
Mean First Passage Time ◽  
First Passage

First passage time for the state of exact chemical equilibrium

1980 ◽  
Vol 45 (3) ◽  
pp. 777-782 ◽  
Author(s):  
Milan Šolc
Keyword(s):  
Chemical Equilibrium ◽  
First Passage Time ◽  
Passage Time ◽  
The State ◽  
Recurrence Time ◽  
First Passage ◽  
First Order ◽  
The Mean ◽  
Passage Times ◽  
Number Of Particles

The establishment of chemical equilibrium in a system with a reversible first order reaction is characterized in terms of the distribution of first passage times for the state of exact chemical equilibrium. The mean first passage time of this state is a linear function of the logarithm of the total number of particles in the system. The equilibrium fluctuations of composition in the system are characterized by the distribution of the recurrence times for the state of exact chemical equilibrium. The mean recurrence time is inversely proportional to the square root of the total number of particles in the system.

scholarly journals Credit Gap Risk in a First Passage Time Model with Jumps

2009 ◽  
Author(s):  
Natalie Packham ◽  
Lutz Schloegl ◽  
Wolfgang M. Schmidt
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
Time Model ◽  
Gap Risk ◽  
Credit Gap
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