论文信息 - A note on martingale inequalities for fluid models

A note on martingale inequalities for fluid models

We discuss how to prove exponential upper bounds for simple fluid models driven by a finite state CTMC. In particular, we consider the fluid model of Anick, Mitra and Sondhi, in which the fluid is generated by N independent 0-1 Markovian sources. We also give a result on a generalized eigenvector for fluid models driven by reversible CTMCs.

Zbigniew Palmowski | Tomasz Rolski

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