Matrix-Analytic Methods for the analysis of Stochastic Fluid-Fluid Models

Nigel G. Bean; Małgorzata M. O'Reilly; Zbigniew Palmowski

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arXiv · 2010.13077

Matrix-Analytic Methods for the analysis of Stochastic Fluid-Fluid Models

Nigel G. Bean·Małgorzata M. O'Reilly·Zbigniew Palmowski

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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.

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Nigel G. Bean, Małgorzata M. O'Reilly, Zbigniew Palmowski. 2020-10-25. Matrix-Analytic Methods for the analysis of Stochastic Fluid-Fluid Models. https://arxiv.org/abs/2010.13077

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