Algorithms for return probabilities for stochastic fluid flows

Stochastic Models

Volumn 21, Issue 1, 2005, Pages 149-184

  Bean, Nigel G ^a   O'Reilly, Małgorzata M ^a,b   Taylor, Peter G ^b  

^a UNIVERSITY OF ADELAIDE   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Asmussen's iteration; Fixed point iterations; Latouche Ramaswami method; Markovian fluid model; Newton's method; Return probabilities

Indexed keywords

COMPUTATIONAL COMPLEXITY; CONVERGENCE OF NUMERICAL METHODS; FLOW OF FLUIDS; PHYSICAL PROPERTIES; PROBABILITY; RANDOM PROCESSES;

ASMUSSEN'S ITERATION; FIXED-POINT ITERATIONS; LATOUCHE-RAMASWAMI METHOD; MARKOVIAN FLUID MODEL; NEWTON'S METHOD; RETURN PROBABILITIES;

ALGORITHMS;

EID: 27844543208     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1081/STM-200046511     Document Type: Article

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