Matrix-Analytic Methods for the analysis of Stochastic Fluid-Fluid Models
Probability
2022-03-01 v2
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.
Cite
@article{arxiv.2010.13077,
title = {Matrix-Analytic Methods for the analysis of Stochastic Fluid-Fluid Models},
author = {Nigel G. Bean and Małgorzata M. O'Reilly and Zbigniew Palmowski},
journal= {arXiv preprint arXiv:2010.13077},
year = {2022}
}