Matrix-geometric algorithms for stochastic fluid flows

Authors:
Soohan Ahn;V. Ramaswami
Affiliations:
The University of Seoul, Seoul, South Korea;AT&T Labs, Florham Park, NJ
Venue:
SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains
Year:
2006

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Abstract

This paper surveys the algorithms for steady state and transient analyses of stochastic fluid flow models developed by the authors and conveniently brings together the disparate set of results reported in papers strewn across a variety of journals. A discussion is provided of some additional care that is needed while implementing the algorithms to take care of the fact that the transient distributions may have atoms of non-negligible size.