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

TL;DR

This paper introduces matrix-analytic methods to efficiently analyze stochastic fluid-fluid models, expanding the theoretical toolkit beyond traditional operator-analytic approaches and demonstrating practical applications through numerical examples.

Contribution

It is the first to develop matrix-analytic techniques for SFFMs, providing a new computational approach for their analysis.

Findings

Matrix-analytic methods are effective for SFFMs

Numerical examples validate the new approach

Enhanced computational efficiency over existing methods

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.