A new algorithm for time-dependent first-return probabilities of a fluid queue

Bean, Nigel; Nguyen, Giang Thu; Poloni, Federico

by Nigel Bean, Giang Thu Nguyen, Federico Poloni

Reference:

A new algorithm for time-dependent first-return probabilities of a fluid queue (Nigel Bean, Giang Thu Nguyen, Federico Poloni), In Matrix-Analytic Methods in Stochastic Models. Proceedings of the Tenth International Conference on Matrix-Analytic Methods in Stochastic Models, 2019.

Bibtex Entry:

@inproceedings{BeaNP19,
 AUTHOR={Bean, Nigel and Nguyen, Giang Thu and Poloni, Federico},
 TITLE={A new algorithm for time-dependent first-return probabilities of a fluid queue},
 BOOKTITLE={Matrix-Analytic Methods in Stochastic Models. Proceedings of the Tenth International Conference on Matrix-Analytic Methods in Stochastic Models},
 YEAR={2019},
 URL={http://www.maths.utas.edu.au/People/oreilly/mam/proceedings_final.pdf},
 ISBN = {978-0-646-99825-1},
 pdf={files2/BeaNP_time_dependent_first_return_MAM10_proceedings_published.pdf}
}