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A numerical framework for computing the limiting distribution of a stochastic fluid-fluid process

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Bean, N and Nguyen, GT and O'Reilly, M and Sunkara, V, A numerical framework for computing the limiting distribution of a stochastic fluid-fluid process, Proceedings of the Ninth International Conference on Matrix-Analytic Methods in Stochastic Models, 28-30 June 2016, Budapest, Hungary, pp. 21-22. ISBN 9781450321389 (2016) [Conference Extract]


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Item Details

Item Type:Conference Extract
Keywords:Markov chains, stochastic fluid models, tandem
Research Division:Mathematical Sciences
Research Group:Statistics
Research Field:Stochastic Analysis and Modelling
Objective Division:Expanding Knowledge
Objective Group:Expanding Knowledge
Objective Field:Expanding Knowledge in the Mathematical Sciences
Author:O'Reilly, M (Dr Malgorzata O'Reilly)
ID Code:112938
Year Published:2016
Funding Support:Australian Research Council (LP140100152)
Deposited By:Mathematics and Physics
Deposited On:2016-12-05
Last Modified:2016-12-09
Downloads:0

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