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Spatially-coherent uniformization of a stochastic fluid model to a Quasi-Birth-and-Death process
journal contribution
posted on 2023-05-17, 20:07 authored by Bean, NG, Malgorzata O'ReillyMalgorzata O'ReillyWe derive a uniformization of a stochastic fluid model (SFM) to a Quasi-Birth-and-Death process (QBD) that is spatially-coherent since the continuous level in the SFM has a natural correspondence to the discrete level in the QBD. As a consequence of this, the QBD can be used as a direct approximation of the original SFM, in those situations where a discrete state space is an advantage. We treat the unbounded as well as the bounded cases and illustrate the theory with a numerical example. The key fluid generator, , and matrix for the SFMs emerge from the QBD calculations in the natural limit.
History
Publication title
Performance EvaluationVolume
70Issue
9Pagination
578-592ISSN
0166-5316Department/School
School of Natural SciencesPublisher
Elsevier Science BvPlace of publication
Po Box 211, Amsterdam, Netherlands, 1000 AeRights statement
Copyright 2013 ElsevierRepository Status
- Restricted