11 citations · 32 across the 19 of their papers we have counts for
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math.PR2015★ 1 cited
Slowing time: Markov-modulated Brownian motion with a sticky boundary
Guy Latouche, Giang T. Nguyen
We analyze the stationary distribution of regulated Markov modulated Brownian motions (MMBM) modified so that their evolution is slowed down when the process reaches level zero ---…
math.NA2015
Computing the Exponential of Large Block-Triangular Block-Toeplitz Matrices Encountered in Fluid Queues
D. A. Bini, S. Dendievel, G. Latouche +1
The Erlangian approximation of Markovian fluid queues leads to the problem of computing the matrix exponential of a subgenerator having a block-triangular, block-Toeplitz structure…