Name
Title | ||
|---|---|---|
Spatially-coherent uniformization of a stochastic fluid model to a Quasi-Birth-and-Death process |
Abstract | ||
|---|---|---|
We derive a uniformization of a stochastic fluid model (SFM) to a Quasi-Birth-and-Death process (QBD) that is spatially-coherent since the continuous level in the SFM has a natural correspondence to the discrete level in the QBD. As a consequence of this, the QBD can be used as a direct approximation of the original SFM, in those situations where a discrete state space is an advantage. We treat the unbounded as well as the bounded cases and illustrate the theory with a numerical example. The key fluid generator, Q, and matrix @J for the SFMs emerge from the QBD calculations in the natural limit. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1016/j.peva.2013.05.006 | Perform. Eval. |
Keywords | Field | DocType |
original sfm,discrete state space,natural correspondence,spatially-coherent uniformization,qbd calculation,quasi-birth-and-death process,stochastic fluid model,natural limit,continuous level,key fluid generator,discrete level,uniformization,markov chain | Applied mathematics,Birth and death process,Mathematical optimization,Uniformization (set theory),Uniformization (probability theory),Matrix (mathematics),Markov chain,Fluid queue,State space,Mathematics,Bounded function,Distributed computing | Journal |
Volume | Issue | ISSN |
70 | 9 | 0166-5316 |
Citations | PageRank | References |
2 | 0.38 | 2 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| nigel g bean | 1 | 47 | 10.77 |
| Małgorzata M. O'reilly | 2 | 8 | 2.59 |