Advances in Matrix-analytic Methods for Stochastic Models

Advances in Matrix-analytic Methods for Stochastic Models PDF Author: Attahiru S. Alfa
Publisher: Notable Publications, Incorporated
ISBN: 9780966584707
Category : Markov processes
Languages : en
Pages : 443

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Book Description

Advances in Matrix-analytic Methods for Stochastic Models

Advances in Matrix-analytic Methods for Stochastic Models PDF Author: Attahiru S. Alfa
Publisher: Notable Publications, Incorporated
ISBN: 9780966584707
Category : Markov processes
Languages : en
Pages : 443

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Book Description


Introduction to Matrix Analytic Methods in Stochastic Modeling

Introduction to Matrix Analytic Methods in Stochastic Modeling PDF Author: G. Latouche
Publisher: SIAM
ISBN: 9780898719734
Category : Mathematics
Languages : en
Pages : 348

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Book Description
Matrix analytic methods are popular as modeling tools because they give one the ability to construct and analyze a wide class of queuing models in a unified and algorithmically tractable way. The authors present the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner. In the current literature, a mixed bag of techniques is used-some probabilistic, some from linear algebra, and some from transform methods. Here, many new proofs that emphasize the unity of the matrix analytic approach are included.

Matrix-Analytic Methods in Stochastic Models

Matrix-Analytic Methods in Stochastic Models PDF Author: S. Chakravarthy
Publisher: CRC Press
ISBN: 1482292173
Category : Mathematics
Languages : en
Pages : 398

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Book Description
Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union.

Matrix-analytic Methods

Matrix-analytic Methods PDF Author: Guy Latouche
Publisher: World Scientific
ISBN: 9789812777164
Category : Fiction
Languages : en
Pages : 440

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Book Description
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, network protocols and many other stochastic systems of current commercial and engineering interest.This volume deals with: (1) various aspects of the theory of block-structured Markov chains; (2) analysis of complex queueing models; and (3) parameter estimation and specific applications to such areas as cellular mobile systems, FS-ALOHA, the Internet and production systems.

Advances in Algorithmic Methods for Stochastic Models

Advances in Algorithmic Methods for Stochastic Models PDF Author: Guy Latouche
Publisher: Notable Publications, Incorporated
ISBN: 9780966584714
Category : Markov processes
Languages : en
Pages : 433

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Book Description


Fundamentals of Matrix-Analytic Methods

Fundamentals of Matrix-Analytic Methods PDF Author: Qi-Ming He
Publisher: Springer Science & Business Media
ISBN: 1461473306
Category : Computers
Languages : en
Pages : 363

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Book Description
Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions. New materials and techniques are presented for the first time in research and engineering design. This book emphasizes stochastic modeling by offering probabilistic interpretation and constructive proofs for Matrix-Analytic Methods. Such an approach is especially useful for engineering analysis and design. Exercises and examples are provided throughout the book.

Matrix-analytic Methods: Theory And Applications - Proceedings Of The Fourth International Conference

Matrix-analytic Methods: Theory And Applications - Proceedings Of The Fourth International Conference PDF Author: Guy Latouche
Publisher: World Scientific
ISBN: 9814488240
Category : Mathematics
Languages : en
Pages : 433

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Book Description
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, network protocols and many other stochastic systems of current commercial and engineering interest.This volume deals with: (1) various aspects of the theory of block-structured Markov chains; (2) analysis of complex queueing models; and (3) parameter estimation and specific applications to such areas as cellular mobile systems, FS-ALOHA, the Internet and production systems.

Matrix-Analytic Methods in Stochastic Models

Matrix-Analytic Methods in Stochastic Models PDF Author: Guy Latouche
Publisher: Springer Science & Business Media
ISBN: 146144909X
Category : Mathematics
Languages : en
Pages : 265

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Book Description
Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.

Matrix-analytic Methods

Matrix-analytic Methods PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 612

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Book Description


Constructive Computation in Stochastic Models with Applications

Constructive Computation in Stochastic Models with Applications PDF Author: Quan-Lin Li
Publisher: Springer Science & Business Media
ISBN: 364211492X
Category : Mathematics
Languages : en
Pages : 693

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Book Description
"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.