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Matrix-analytic methods for the analysis of stochastic fluid-fluid models
Citation
Bean, NG and O'Reilly, MM and Palmowski, Z, Matrix-analytic methods for the analysis of stochastic fluid-fluid models, Stochastic Models, 38, (3) pp. 416-461. ISSN 1532-6349 (2022) [Refereed Article]
Copyright Statement
2022 Taylor & Francis Group, LLC
DOI: doi:10.1080/15326349.2022.2049823
Abstract
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.
Item Details
| Item Type: | Refereed Article |
|---|---|
| Keywords: | Laplace-Stieltjes transform, Markov chain, stationary analysis, stochastic fluid-fluid model, stochastic fluid model, transient analysis, matrix-analytic methods |
| 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 |
| UTAS Author: | O'Reilly, MM (Associate Professor Malgorzata O'Reilly) |
| ID Code: | 151078 |
| Year Published: | 2022 |
| Funding Support: | Australian Research Council (LP140100152) |
| Deposited By: | Mathematics |
| Deposited On: | 2022-07-16 |
| Last Modified: | 2022-08-09 |
| Downloads: | 0 |
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