1st International ICST Conference on Performance Evaluation Methodologies and Tools

Research Article

Matrix-geometric algorithms for stochastic fluid flows

  • @INPROCEEDINGS{10.1145/1190095.1190113,
        author={Soohan  Ahn and V.  Ramaswami},
        title={Matrix-geometric algorithms for stochastic fluid flows},
        proceedings={1st International ICST Conference on Performance Evaluation Methodologies and Tools},
        publisher={ACM},
        proceedings_a={VALUETOOLS},
        year={2012},
        month={4},
        keywords={Fluid-flow matrix-geometric method},
        doi={10.1145/1190095.1190113}
    }
    
  • Soohan Ahn
    V. Ramaswami
    Year: 2012
    Matrix-geometric algorithms for stochastic fluid flows
    VALUETOOLS
    ACM
    DOI: 10.1145/1190095.1190113
Soohan Ahn1,*, V. Ramaswami2,*
  • 1: Department of Statistics, The University of Seoul, Jeonnong-dong 90, Dongdaemun-gu, Seoul 130-743, South Korea.
  • 2: AT&T Labs, Research, 180 Park Avenue, E-233, Florham Park, NJ 07932, USA.
*Contact email: sahn@uos.ac.kr, vram@research.att.com

Abstract

This paper surveys the algorithms for steady state and transient analyses of stochastic fluid flow models developed by the authors and conveniently brings together the disparate set of results reported in papers strewn across a variety of journals. A discussion is provided of some additional care that is needed while implementing the algorithms to take care of the fact that the transient distributions may have atoms of non-negligible size.