FluidSolveKt

All Implemented Interfaces:


public final class FluidSolveKt

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Method Summary

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`final static FluidSolution`	`fluidSolve(Matrix Fpp, Matrix Fpm, Matrix Fmp, Matrix Fmm, Double prec)`	Returns the parameters of the matrix-exponentially distributed stationary distribution of a canonical Markovian fluid model.

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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
- Method Detail
  - fluidSolve
```
 final static FluidSolution fluidSolve(Matrix Fpp, Matrix Fpm, Matrix Fmp, Matrix Fmm, Double prec)
```
    Returns the parameters of the matrix-exponentially distributed stationary distribution of a canonical Markovian fluid model.
    The canonical Markov fluid model is defined by the matrix blocks of the generator of the background Markov chain partitioned according to the sign of the associated fluid rates (i.e., there are "+" and "-" states).
    Using the returned 4 parameters the stationary solution can be obtained as follows:
    The probability that the fluid level is zero while being in different states of the background process is given by vector mass0.
    The density that the fluid level is x while being in different states of the background process is: pi(x) = ini * e^(K*x) * clo
    Parameters:
    
    Fpp - The matrix of transition rates between states having positive fluid rates
    
    Fpm - The matrix of transition rates from positive to negative fluid rate states
    
    Fmp - The matrix of transition rates from negative to positive fluid rate states
    
    Fmm - The matrix of transition rates between states having negative fluid rates
    
    prec - Numerical precision for computing the fundamental matrix (default 1e-14)
    
    Returns:
    
    FluidSolution containing mass0, ini, K, and clo