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Efficient algorithms for transient analysis of stochastic fluid flow models

Part of:Computer system organizationSpecial processesOperations research and management science

Published online by Cambridge University Press:  14 July 2016

Soohan Ahn and
V. Ramaswami
Soohan Ahn*
Affiliation:
The University of Seoul
V. Ramaswami*
Affiliation:
AT&T Labs
*
∗ Postal address: Department of Statistics, The University of Seoul, 90 Jeonnong-dong, Dongdaemun-gu, Seoul, 130-743, South Korea.
∗∗ Postal address: AT&T Labs, 180 Park Avenue, E-233, Florham Park, NJ 07932, USA. Email address: vram@research.att.com
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Abstract

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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.

Keywords

Stochastic fluid flowtransient analysismatrix-geometric methodalgorithmquadratic convergence

MSC classification

Primary:60K25: Queueing theory
Secondary:90B05: Inventory, storage, reservoirs68M20: Performance evaluation; queueing; scheduling

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 42 , Issue 2 , June 2005, pp. 531 - 549
Copyright
© Applied Probability Trust 2005 

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