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Type: Journal article
Title: Matrix-analytic methods for the analysis of stochastic fluid-fluid models
Author: Bean, N.G.
O'Reilly, M.M.
Palmowski, Z.
Citation: Stochastic Models, 2022; 38(3):416-461
Publisher: Taylor & Francis
Issue Date: 2022
ISSN: 1532-6349
Statement of
Nigel G. Beana, Małgorzata M. O, Reilly, and Zbigniew Palmowskic
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.
Keywords: Laplace-Stieltjes transform
Markov chain
stationary analysis
stochastic fluid-fluid model
stochastic fluid model
transient analysis
Description: Published online: 14 Apr 2022
Rights: © 2022 Taylor & Francis Group, LLC
DOI: 10.1080/15326349.2022.2049823
Grant ID:
Appears in Collections:Mathematical Sciences publications

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