Zobrazeno 1 - 10
of 147
pro vyhledávání: '"Guy Latouche"'
Autor:
Guy Latouche, Giang T. Nguyen
Publikováno v:
Stochastic Systems, Vol 5, Iss 1, Pp 62-86 (2015)
Ramaswami showed recently that standard Brownian motion arises as the limit of a family of Markov-modulated linear fluid processes.We pursue this analysis with a fluid approximation for Markov-modulated Brownian motion. We follow a Markov-renewal app
Externí odkaz:
https://doaj.org/article/fc099dd2f7b24bd5bdfaacb327bdbc18
Publikováno v:
SIAM Journal on Scientific Computing. 44:A2669-A2690
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 43:377-404
Autor:
Guy Latouche, Peter Taylor
Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used in the modelling and performance analysis of computer systems, telecommunication networks,
Publikováno v:
IMA Journal of Numerical Analysis. 42:1454-1477
We consider the problem of computing the minimal non-negative solution $G$ of the nonlinear matrix equation $X=\sum _{i=-1}^\infty A_iX^{i+1}$ where $A_i$, for $i\geqslant -1$, are non-negative square matrices such that $\sum _{i=-1}^\infty A_i$ is s
Publikováno v:
Stochastic Models. 37:1-4
Peter Taylor was Editor-in-chief of Stochastic Models for 16 years; he followed Marcel Neuts, the founding editor, who had been Editor-in-chief from 1985 to 2002. A workshop was held in June 2019, ...
Publikováno v:
Stochastic Models. 37:102-126
In discrete time, $\ell$-blocks of red lights are separated by $\ell$-blocks of green lights. Cars arrive at random. \ We seek the distribution of maximum line length of idle cars, and justify conjectured probabilistic asymptotics algebraically for $
Publikováno v:
Linear Algebra and its Applications. 570:61-92
Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we focus on the special case of a finite quasi-birth-and-death (QBD) process
Autor:
Guy Latouche
Publikováno v:
Numerical Solution of Markov Chains ISBN: 9781003210160
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1e6e6de673ddcec3bc9f8f6d62c1d7e
https://doi.org/10.1201/9781003210160-21
https://doi.org/10.1201/9781003210160-21
Publikováno v:
ACM Sigmetrics Performance Evaluation Review. 45(3):204-209
We use a fluid flow model with reactive bounds to analyse a data processing center with energy-aware servers. The servers switch between four energy states depending on the level of the buffer content and on three reactive bounds. Every state consume