Transient analysis of fluid flow models via matrix decomposition

DOI10.1080/15326349.2014.959182MaRDI QIDQ4981884zbMATH OpenOpenAlexFDO

Authors Changli Liu, Jungong Xue

Publication date 20 March 2015

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2014.959182

zbMATH Keywords

algebraic equationMarkov modulated fluid flowsmatrix decompositiontransient analysis

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Continuous-time Markov processes on general state spaces (60J25)

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Cites work

• A stochastic fluid model for an ad hoc mobile network
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• Analysis of separable Markov-modulated rate models for information-handling systems
• Complex nonsymmetric algebraic Riccati equations arising in Markov modulated fluid flows
• Efficient algorithms for transient analysis of stochastic fluid flow models
• Fluid Flow Models and Queues—A Connection by Stochastic Coupling
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Hitting probabilities and hitting times for stochastic fluid flows
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• Passage times in fluid models with application to risk processes
• Stationary distributions for fluid flow models with or without brownian noise
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
• Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
• Transient analysis of fluid model for ATM statistical multiplexer
• Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments

Cited in

(4)

• Transient analysis of piecewise homogeneous Markov fluid models
• Recursion Models for Describing and Managing the Transient Flow of Materials in Generalized Flowlines
• Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs
• Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation

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