Matrix-Analytic Methods for the analysis of Stochastic Fluid-Fluid Models

preprint2022arXivOpen access

Abstract

Stochastic fluid-fluid models (SFFMs) offer powerful modeling ability for a wide range of real-life systems of significance. The existing theoretical framework for this class of models is in terms of operator-analytic methods. For the first time, we establish matrix-analytic methods for the efficient analysis of SFFMs. We illustrate the theory with numerical examples.

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