Adelaide Research & Scholarship
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https://hdl.handle.net/2440/134937
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| Type: | Journal article |
| Title: | Matrix-analytic methods for the analysis of stochastic fluid-fluid models |
| Author: | Bean, N.G. O'Reilly, M.M. Palmowski, Z. |
| Citation: | Stochastic Models, 2022; 38(3):416-461 |
| Publisher: | Taylor & Francis |
| Issue Date: | 2022 |
| ISSN: | 1532-6349 1532-4214 |
| Statement of Responsibility: | Nigel G. Beana, Małgorzata M. O, Reilly, and Zbigniew Palmowskic |
| Abstract: | Stochastic fluid-fluid models (SFFMs) offer powerful modeling ability for a wide range of real-life systems of significance. The existing theoretical framework for this class of models is in terms of operator-analytic methods. For the first time, we establish matrix-analytic methods for the efficient analysis of SFFMs. We illustrate the theory with numerical examples. |
| Keywords: | Laplace-Stieltjes transform Markov chain stationary analysis stochastic fluid-fluid model stochastic fluid model transient analysis |
| Description: | Published online: 14 Apr 2022 |
| Rights: | © 2022 Taylor & Francis Group, LLC |
| DOI: | 10.1080/15326349.2022.2049823 |
| Grant ID: | http://purl.org/au-research/grants/arc/LP140100152 |
| Published version: | http://dx.doi.org/10.1080/15326349.2022.2049823 |
| Appears in Collections: | Mathematical Sciences publications |
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