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


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]

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 2022 Taylor & Francis Group, LLC

DOI: doi:10.1080/15326349.2022.2049823


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

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