Name
Title | ||
|---|---|---|
Doubling algorithms for stationary distributions of fluid queues: A probabilistic interpretation. |
Abstract | ||
|---|---|---|
Fluid queues are mathematical models frequently used in stochastic modeling. Their stationary distributions involve a key matrix recording the conditional probabilities of returning to an initial level from above, often known in the literature as the matrix Ψ. Here, we present a probabilistic interpretation of the family of algorithms known as doubling, which are currently the most effective algorithms for computing the return probability matrix Ψ. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1016/j.peva.2018.06.001 | Performance Evaluation |
Keywords | Field | DocType |
Doubling algorithms,Stochastic fluid flows,Quasi-birth–death processes,Stationary distribution | Stochastic matrix,Conditional probability,Matrix (mathematics),Queue,Algorithm,Stochastic modelling,Probabilistic logic,Mathematical model,Mathematics | Journal |
Volume | ISSN | Citations |
125 | 0166-5316 | 0 |
PageRank | References | Authors |
0.34 | 8 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| nigel g bean | 1 | 47 | 10.77 |
| Giang Nguyen | 2 | 4 | 2.16 |
| Federico Poloni | 3 | 85 | 11.42 |