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

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Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
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    Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows (English)
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    14 December 2009
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    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.
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    Laplace-Stieltjes transforms
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    Markovian fluid model
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    Riccati equation
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    Newton's method
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    logarithmic-reduction algorithm
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    cyclic-reduction algorithm
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