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Efficient algorithms for transient analysis of stochastic fluid flow models. (English) Zbl 1085.60065
For the canonical Markov-modulated fluid flow model, efficient algorithms for the transient busy period analysis are developed. In particular, an algorithm for the fluid model that is similar to Latouche-Ramaswami algorithm for quasi-birth-death processes and has quadratic convergence is presented. The proofs are based on matrix-geometric method.

60K25 Queueing theory (aspects of probability theory)
90B05 Inventory, storage, reservoirs
68M20 Performance evaluation, queueing, and scheduling in the context of computer systems
Full Text: DOI
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