Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows (Q1042537)
From MaRDI portal
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
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
0 references
