Markov-modulated stochastic recursive equations with applications to delay-tolerant networks

Abstract : We investigate a class of Markov-modulated stochastic recursive equations. This class includes multi-type branching processes with immigration as well as linear stochastic equations. Conditions are established for the existence of a stationary solution and expressions for the rst two moments of this solution are found. Furthermore, the transient characteristics of the stochastic recursion are investigated: we obtain the rst two moments of the transient solution as well. Finally, to illustrate our approach, the results are applied to the performance evaluation of packet forwarding in delay-tolerant mobile ad-hoc networks.
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Performance Evaluation, Elsevier, 2013, 70 (11), pp.965-980. 〈10.1016/j.peva.2013.06.001〉
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Dernière modification le : samedi 27 janvier 2018 - 01:31:42
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Dieter Fiems, Eitan Altman. Markov-modulated stochastic recursive equations with applications to delay-tolerant networks. Performance Evaluation, Elsevier, 2013, 70 (11), pp.965-980. 〈10.1016/j.peva.2013.06.001〉. 〈hal-00916920〉

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