Efficient algorithms for transient analysis of stochastic fluid flow models

Soohan Ahn, V. Ramaswami

Research output: Contribution to journalArticlepeer-review

79 Scopus citations

Abstract

We derive several algorithms for the busy period distribution of the canonical Markovian fluid flow model. One of them is similar to the Latouche-Ramaswami algorithm for quasi-birth-death models and is shown to be quadratically convergent. These algorithms significantly increase the efficiency of the matrix-geometric procedures developed earlier by the authors for the transient and steady-state analyses of fluid flow models.

Original languageEnglish
Pages (from-to)531-549
Number of pages19
JournalJournal of Applied Probability
Volume42
Issue number2
DOIs
StatePublished - Jun 2005

Keywords

  • Algorithm
  • Matrix-geometric method
  • Quadratic convergence
  • Stochastic fluid flow
  • Transient analysis

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