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Large multimedia document archives may hold a major fraction of their data in tertiary storage libraries for cost reasons. This paper develops an integrated approach to the vertical data migration between the tertiary, secondary, and primary storage in that it reconciles speculative prefetching, to mask the high latency of the tertiary storage, with the replacement policy of the document caches at the secondary and primary storage level, and also considers the interaction of these policies with the tertiary and secondary storage request scheduling. The integrated migration policy is based on a continuous-time Markov chain model for predicting the expected number of accesses to a document within a specified time horizon. Prefetching is initiated only if that expectation is higher than those of the documents that need to be dropped from secondary storage to free up the necessary space. In addition, the possible resource contention at the tertiary and secondary storage is taken into account by dynamically assessing the response-time benefit of prefetching a document versus the penalty that it would incur on the response time of the pending document requests. The parameters of the continuous-time Markov chain model, the probabilities of co-accessing certain documents and the interaction times between successive accesses, are dynamically estimated and adjusted to evolving workload patterns by keeping online statistics. The integrated policy for vertical data migration has been implemented in a prototype system. The system makes profitable use of the Markov chain model also for the scheduling of volume exchanges in the tertiary storage library. Detailed simulation experiments with Web-server-like synthetic workloads indicate significant gains in terms of client response time. The experiments also show that the overhead of the statistical bookkeeping and the computations for the access predictions is affordable.