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

Authors:
Dieter Fiems;Eitan Altman
Affiliations:
-;-
Venue:
Performance Evaluation
Year:
2013

Citing 7
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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 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.