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A stochastic two-dimensional fluid model
journal contribution
posted on 2023-05-17, 15:55 authored by Bean, NG, Malgorzata O'ReillyMalgorzata O'ReillyWe introduce a Stochastic Two-Dimensional Fluid Model that consists of two stochastic fluid flows driven by the same underlying Markov chain, where one of the fluids is unconstrained. We develop the theoretical and numerical framework for the transient analysis of the model. We derive the important generator matrix of a particular Laplace-Stieltjes transform of the model, which is the foundation of our analysis. We use it to develop expressions for the Laplace-Stieltjes transforms of various performance measures for the transient analysis of the model and construct powerful algorithms for their numerical evaluation. An example of an application in a queueing environment is given.
Funding
Australian Research Council
History
Publication title
Stochastic ModelsVolume
29Pagination
31-63ISSN
1532-6349Department/School
School of Natural SciencesPublisher
Marcel Dekker IncPlace of publication
270 Madison Ave, New York, USA, Ny, 10016Rights statement
Copyright 2012 Taylor & FrancisRepository Status
- Restricted