Efficient algorithms for transient analysis of stochastic fluid flow models

Soohan Ahn; V. Ramaswami

doi:10.1239/jap/1118777186

Efficient algorithms for transient analysis of stochastic fluid flow models

Soohan Ahn, V. Ramaswami

Department of Statistics

AT&T

Research output: Contribution to journal › Article › peer-review

81 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 language	English
Pages (from-to)	531-549
Number of pages	19
Journal	Journal of Applied Probability
Volume	42
Issue number	2
DOIs	https://doi.org/10.1239/jap/1118777186
State	Published - Jun 2005

Keywords

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

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10.1239/jap/1118777186

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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.",

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AB - 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.

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KW - Matrix-geometric method

KW - Quadratic convergence

KW - Stochastic fluid flow

KW - Transient analysis

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Efficient algorithms for transient analysis of stochastic fluid flow models

Abstract

Keywords

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