Algorithms for the Laplace–Stieltjes Transforms of First Return Times for Stochastic Fluid Flows
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-008-9077-3.pdf
Reference24 articles.
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3. Ahn S, Ramaswami V (2005) Efficient algorithms for transient analysis of stochastic fluid flow models. J Appl Probab 42(2):531–549
4. Ahn S, Ramaswami V (2006) Matrix-geometric algorithms for stochastic fluid flows. In: ACM international conference proceedings series. Proceedings from the 2006 workshop on tools for solving structured Markov Chains
5. Asmussen S (1995) Stationary distributions for fluid flow models with or without Brownian noise. Stoch Models 11:21–49
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