Matrix analytic methods for stochastic fluid flows

V. Ramaswami

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Advanced Queuing Theory Analysis Network Traffic and Congestion Control Stochastic processes and statistical mechanics

Abstract

We present an analysis of stochastic fluid flow models along the lines of matrix-analytic methods. The computation of the steady state distribution is reduced to the analysis of a discrete time, discrete state space quasi-birth-death model. This approach, which can be extended immediately to the infinite dimensional case, may enable the inclusion of heavy tails and self similarity in fluid models.

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References

1984Matrix-Geometric Solutions to Stochastic Models 1982Stochastic Theory of a Data-Handling System with Multiple Sources 1993A logarithmic reduction algorithm for quasi-birth-death processes 1991Analysis of separable Markov-modulated rate models for information-handling systems 1995Stationary distributions for fluid flow models with or without brownian noise

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