Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows (Q1042537)
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scientific article; zbMATH DE number 5646337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows |
scientific article; zbMATH DE number 5646337 |
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Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows (English)
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14 December 2009
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The authors provide a fluid model which is significant to the telecommunications performance has inspired a large amount of research. The paper promote several algorithms which can be used to calculate the Laplace-Stieltjes transforms of the time taken to return to the initial level in the Markovian stochastic fluid flow model above. The methodology for constructing these algorithms is a valuable contribution to the theory of fluid flow models.
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Laplace-Stieltjes transforms
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Markovian fluid model
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Riccati equation
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Newton's method
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logarithmic-reduction algorithm
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cyclic-reduction algorithm
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