Componentwise accurate fluid queue computations using doubling algorithms
نویسندگان
چکیده
منابع مشابه
Componentwise accurate fluid queue computations using doubling algorithms
Markov-modulated fluid queues are popular stochastic processes frequently used for modelling real-life applications. An important performance measure to evaluate in these applications is their steady-state behaviour, which is determined by the stationary density. Computing it requires solving a (nonsymmetric) M-matrix algebraic Riccati equation, and indeed computing the stationary density is th...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 2014
ISSN: 0029-599X,0945-3245
DOI: 10.1007/s00211-014-0675-4