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Markov-Modulated Stochastic Recursive Equations with Applications to Delay-Tolerant Networks

Abstract : We investigate 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 first two moments of this solution are found. Furthermore, the transient characteristics of the stochastic recursion are investigated: we obtain the first 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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https://hal.inria.fr/inria-00366541
Contributor : Eitan Altman <>
Submitted on : Monday, March 9, 2009 - 7:42:20 AM
Last modification on : Saturday, January 27, 2018 - 1:31:42 AM
Long-term archiving on: : Thursday, June 30, 2011 - 11:07:39 AM

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  • HAL Id : inria-00366541, version 1

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Dieter Fiems, Eitan Altman. Markov-Modulated Stochastic Recursive Equations with Applications to Delay-Tolerant Networks. [Research Report] RR-6872, INRIA. 2009. ⟨inria-00366541⟩

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