Efficient Algorithms for Transient Analysis of Stochastic Fluid Flow Models

نویسندگان

  • SOOHAN AHN
  • V. RAMASWAMI
چکیده

We derive several algorithms for the busy period distribution of the canonical Markovian fluid flow model. One of them is similar to the Latouche–Ramaswami algorithm for quasi-birth–death models and is shown to be quadratically convergent. These algorithms significantly increase the efficiency of the matrix-geometric procedures developed earlier by the authors for the transient and steady-state analyses of fluid flow models.

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تاریخ انتشار 2005