Package jline.lib.butools.mam

Class GeneralFluidSolveKt

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    • Method Summary

      Modifier and Type Method Description
      final static GeneralFluidSolution generalFluidSolve(Matrix Q, Matrix R, Matrix Q0, Double prec) Returns the parameters of the matrix-exponentially distributed stationary distribution of a general Markovian fluid model, where the fluid rates associated with the states of the background process can be arbitrary (zero is allowed as well).

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

    • Constructor Detail

    • Method Detail

      • generalFluidSolve

         final static GeneralFluidSolution generalFluidSolve(Matrix Q, Matrix R, Matrix Q0, Double prec)

        Returns the parameters of the matrix-exponentially distributed stationary distribution of a general Markovian fluid model, where the fluid rates associated with the states of the background process can be arbitrary (zero is allowed as well).

        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:
        Q - The generator of the background Markov chain (N x N)
        R - The diagonal matrix of fluid rates associated with different states (N x N)
        Q0 - The generator of the background Markov chain at level 0 (optional, defaults to Q)
        prec - Numerical precision for computing the fundamental matrix (default 1e-14)
        Returns:

        GeneralFluidSolution containing mass0, ini, K, and clo