Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows (Q1042537): Difference between revisions

From MaRDI portal
m rollbackEdits.php mass rollback
Tag: Rollback
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11009-008-9077-3 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2035266644 / rank
 
Normal rank

Revision as of 09:36, 20 March 2024

scientific article
Language Label Description Also known as
English
Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
scientific article

    Statements

    Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows (English)
    0 references
    0 references
    0 references
    14 December 2009
    0 references
    The authors provide a fluid model which is significant to the telecommunications performance has inspired a large amount of research. The paper promote several algorithms which can be used to calculate the Laplace-Stieltjes transforms of the time taken to return to the initial level in the Markovian stochastic fluid flow model above. The methodology for constructing these algorithms is a valuable contribution to the theory of fluid flow models.
    0 references
    0 references
    Laplace-Stieltjes transforms
    0 references
    Markovian fluid model
    0 references
    Riccati equation
    0 references
    Newton's method
    0 references
    logarithmic-reduction algorithm
    0 references
    cyclic-reduction algorithm
    0 references
    0 references
    0 references