Journal of Applied Probability

Efficient algorithms for transient analysis of stochastic fluid flow models

Soohan Ahn and V. Ramaswami

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Abstract

We derive several algorithms for the busy period distribution of the canonical Markovian fluid flow model. One of them is similar to the Latouche-Ramaswami algorithm for quasi-birth-death models and is shown to be quadratically convergent. These algorithms significantly increase the efficiency of the matrix-geometric procedures developed earlier by the authors for the transient and steady-state analyses of fluid flow models.

Article information

Source
J. Appl. Probab. Volume 42, Number 2 (2005), 531-549.

Dates
First available: 14 June 2005

Permanent link to this document
http://projecteuclid.org/euclid.jap/1118777186

Digital Object Identifier
doi:10.1239/jap/1118777186

Mathematical Reviews number (MathSciNet)
MR2145492

Zentralblatt MATH identifier
1085.60065

Subjects
Primary: 60K25: Queueing theory [See also 68M20, 90B22]
Secondary: 90B05: Inventory, storage, reservoirs 68M20: Performance evaluation; queueing; scheduling [See also 60K25, 90Bxx]

Keywords
Stochastic fluid flow transient analysis matrix-geometric method algorithm quadratic convergence

Citation

Ahn, Soohan; Ramaswami, V. Efficient algorithms for transient analysis of stochastic fluid flow models. Journal of Applied Probability 42 (2005), no. 2, 531--549. doi:10.1239/jap/1118777186. http://projecteuclid.org/euclid.jap/1118777186.


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References

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