Matrix-geometric algorithms for stochastic fluid flows

Soohan  Ahn; V.  Ramaswami

1st International ICST Workshop on Tools for solving Structured Markov Chains

Research Article

Matrix-geometric algorithms for stochastic fluid flows

Cite: BibTeX Plain Text

@INPROCEEDINGS{10.1145/1190366.1190376,
    author={Soohan  Ahn and V.  Ramaswami},
    title={Matrix-geometric algorithms for stochastic fluid flows},
    proceedings={1st International ICST Workshop on Tools for solving Structured Markov Chains},
    publisher={ACM},
    proceedings_a={SMCTOOLS},
    year={2012},
    month={4},
    keywords={Fluid-flow matrix-geometric method},
    doi={10.1145/1190366.1190376}
}

Soohan Ahn
V. Ramaswami
Year: 2012
Matrix-geometric algorithms for stochastic fluid flows
SMCTOOLS
ACM
DOI: 10.1145/1190366.1190376

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.

Keywords: Fluid-flow matrix-geometric method

Published: 2012-04-05
Publisher: ACM

: http://dx.doi.org/10.1145/1190366.1190376

Matrix-geometric algorithms for stochastic fluid flows

Abstract

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