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

作者：Fiems Dieter^*; Altman Eitan

来源：Performance Evaluation, 2013, 70(11): 965-980.

DOI：10.1016/j.peva.2013.06.001

• Delay tolerant network
• Semi-linear stochastic recursion
• Branching process

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 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.

• 出版日期2013-11
• 单位INRIA