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Matrix-analytic methods for the analysis of stochastic fluid-fluid models

journal contribution
posted on 2023-05-21, 09:32 authored by Bean, NG, Malgorzata O'ReillyMalgorzata O'Reilly, Palmowski, Z
Stochastic fluid-fluid models (SFFMs) offer powerful modeling ability for a wide range of real-life systems of significance. The existing theoretical framework for this class of models is in terms of operator-analytic methods. For the first time, we establish matrix-analytic methods for the efficient analysis of SFFMs. We illustrate the theory with numerical examples.

Funding

Australian Research Council

History

Publication title

Stochastic Models

Volume

38

Pagination

416-461

ISSN

1532-6349

Department/School

School of Natural Sciences

Publisher

Marcel Dekker Inc

Place of publication

270 Madison Ave, New York, USA, Ny, 10016

Rights statement

? 2022 Taylor & Francis Group, LLC

Repository Status

  • Restricted

Socio-economic Objectives

Expanding knowledge in the mathematical sciences

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