## Journal of Applied Probability

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

### Efficient algorithms for transient analysis of stochastic fluid flow models

#### 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 in Project Euclid: 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. J. Appl. Probab. 42 (2005), no. 2, 531--549. doi:10.1239/jap/1118777186. http://projecteuclid.org/euclid.jap/1118777186.