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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Numerical Inversion of Laplace Transforms of Probability Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient algorithms for transient analysis of stochastic fluid flow models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary distributions for fluid flow models with or without brownian noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4] / rank
 
Normal rank
Property / cites work
 
Property / cites work: Performance measures of a multi-layer Markovian fluid model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hitting probabilities and hitting times for stochastic fluid flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS / rank
 
Normal rank
Property / cites work
 
Property / cites work: How and Why to Solve the Operator Equation <i>AX</i> −<i>XB</i> = <i>Y</i> / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4793334 / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-Parameter Semigroups for Linear Evolution Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Hessenberg-Schur method for the problem AX + XB= C / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for <i>M</i>-Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5820901 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Matrix Analytic Methods in Stochastic Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5846853 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON LATOUCHE–RAMASWAMI'S LOGARITHMIC REDUCTION ALGORITHM FOR QUASI-BIRTH-AND-DEATH PROCESSES / rank
 
Normal rank

Revision as of 06:39, 2 July 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
    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

    Identifiers