  In this work, we focus on the stationary analysis of a specific class of
continuous time Markov-modulated reflected random walks in the quarter plane
with applications in the modelling of two-node Markov-modulated queueing
networks with coupled queues. The transition rates of the two-dimensional
process depend on the state of a finite state Markovian background process.
Such a modulation is space homogeneous in the set of inner states of the
two-dimensional lattice but may be different in the set of states at its
boundaries. To obtain the stationary distribution, we apply the power series
approximation method, and the theory of Riemann boundary value problems. We
also obtain explicit expressions for the first moments of the stationary
distribution under some symmetry assumptions. An application in the modelling
of a priority retrial system with coupled orbit queues is also presented. Using
a queueing network example, we numerically validated the theoretical findings.
