Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
type: Item
instance of: scholarly article
title: Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
zbMATH Open document ID: 1184.60027
author: Nigel G. Bean
author: P. G. Taylor
author: Małgorzata M. O'Reilly
published in: Methodology and Computing in Applied Probability
publication date: 2009-12-14T00:00:00Z
review text: 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.
reviewed by: Sophia L. Kalpazidou
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 5646337
zbMATH Keywords: Laplace-Stieltjes transforms
zbMATH Keywords: Markovian fluid model
zbMATH Keywords: Riccati equation
zbMATH Keywords: Newton's method
zbMATH Keywords: logarithmic-reduction algorithm
zbMATH Keywords: cyclic-reduction algorithm
Wikidata QID: Q58645468
describes a project that uses: Algorithm 432
MaRDI profile type: Publication
full work available at URL: s11009-008-9077-3
OpenAlex ID: W2035266644
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DOI: 10.1007/S11009-008-9077-3
description: scientific article; zbMATH DE number 5646337