Linear Algebra, Markov Chains, and Queueing Models

Linear Algebra, Markov Chains, and Queueing Models PDF Author: Carl D. Meyer
Publisher: Springer Science & Business Media
ISBN: 146138351X
Category : Mathematics
Languages : en
Pages : 300

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Book Description
This IMA Volume in Mathematics and its Applications LINEAR ALGEBRA, MARKOV CHAINS, AND QUEUEING MODELS is based on the proceedings of a workshop which was an integral part of the 1991-92 IMA program on "Applied Linear Algebra". We thank Carl Meyer and R.J. Plemmons for editing the proceedings. We also take this opportunity to thank the National Science Founda tion, whose financial support made the workshop possible. A vner Friedman Willard Miller, Jr. xi PREFACE This volume contains some of the lectures given at the workshop Lin ear Algebra, Markov Chains, and Queueing Models held January 13-17, 1992, as part of the Year of Applied Linear Algebra at the Institute for Mathematics and its Applications. Markov chains and queueing models play an increasingly important role in the understanding of complex systems such as computer, communi cation, and transportation systems. Linear algebra is an indispensable tool in such research, and this volume collects a selection of important papers in this area. The articles contained herein are representative of the underlying purpose of the workshop, which was to bring together practitioners and re searchers from the areas of linear algebra, numerical analysis, and queueing theory who share a common interest of analyzing and solving finite state Markov chains. The papers in this volume are grouped into three major categories-perturbation theory and error analysis, iterative methods, and applications regarding queueing models.

Matrix-geometric Solutions in Stochastic Models

Matrix-geometric Solutions in Stochastic Models PDF Author: Marcel F. Neuts
Publisher: Courier Corporation
ISBN: 9780486683423
Category : Mathematics
Languages : en
Pages : 356

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Book Description
Topics include matrix-geometric invariant vectors, buffer models, queues in a random environment and more.

Matrix-Analytic Methods in Stochastic Models

Matrix-Analytic Methods in Stochastic Models PDF Author: S. Chakravarthy
Publisher: CRC Press
ISBN: 9780824797669
Category : Mathematics
Languages : en
Pages : 400

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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.

Applied Probability and Queues

Applied Probability and Queues PDF Author: Soeren Asmussen
Publisher: Springer Science & Business Media
ISBN: 0387215255
Category : Mathematics
Languages : en
Pages : 451

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Book Description
"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS

Structured Stochastic Matrices of M/G/1 Type and Their Applications

Structured Stochastic Matrices of M/G/1 Type and Their Applications PDF Author: Marcel F. Neuts
Publisher: CRC Press
ISBN: 1000104362
Category : Mathematics
Languages : en
Pages : 529

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Book Description
This book deals with Markov chains and Markov renewal processes (M/G/1 type). It discusses numerical difficulties which are apparently inherent in the classical analysis of a variety of stochastic models by methods of complex analysis.

Queueing Analysis

Queueing Analysis PDF Author: Hideaki Takagi
Publisher:
ISBN:
Category : Queuing theory
Languages : en
Pages :

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Book Description


Vacation Queueing Models

Vacation Queueing Models PDF Author: Naishuo Tian
Publisher: Springer Science & Business Media
ISBN: 0387337237
Category : Mathematics
Languages : en
Pages : 395

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Book Description
This book discusses systematically the many variations of vacation policy. The book discusses a variety of typical vacation model applications. The presentation style is unique compared with the books published in the same field – a "theorem and proof" format is used. Also, this is the first time G1/M/1 multi-server vacation models, both continuous and discrete, and the optimization and control issues have been presented in book form.

Advances in Queueing Theory, Methods, and Open Problems

Advances in Queueing Theory, Methods, and Open Problems PDF Author: Jewgeni H. Dshalalow
Publisher: CRC Press
ISBN: 1000949931
Category : Business & Economics
Languages : en
Pages : 530

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Book Description
The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.

Introduction to Matrix-Analytic Methods in Queues 2

Introduction to Matrix-Analytic Methods in Queues 2 PDF Author: Srinivas R. Chakravarthy
Publisher: John Wiley & Sons
ISBN: 1394174195
Category : Mathematics
Languages : en
Pages : 453

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Book Description
Matrix-analytic methods (MAM) were introduced by Professor Marcel Neuts and have been applied to a variety of stochastic models since. In order to provide a clear and deep understanding of MAM while showing their power, this book presents MAM concepts and explains the results using a number of worked-out examples. This book's approach will inform and kindle the interest of researchers attracted to this fertile field. To allow readers to practice and gain experience in the algorithmic and computational procedures of MAM, Introduction to Matrix-Analytic Methods in Queues 2 provides a number of computational exercises. It also incorporates simulation as another tool for studying complex stochastic models, especially when the state space of the underlying stochastic models under analytic study grows exponentially. This book's detailed approach will make it more accessible for readers interested in learning about MAM in stochastic models.

An Introduction to Queueing Theory

An Introduction to Queueing Theory PDF Author: U. Narayan Bhat
Publisher: Birkhäuser
ISBN: 0817684212
Category : Mathematics
Languages : en
Pages : 343

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Book Description
This introductory textbook is designed for a one-semester course on queueing theory that does not require a course on stochastic processes as a prerequisite. By integrating the necessary background on stochastic processes with the analysis of models, the work provides a sound foundational introduction to the modeling and analysis of queueing systems for a broad interdisciplinary audience of students in mathematics, statistics, and applied disciplines such as computer science, operations research, and engineering. This edition includes additional topics in methodology and applications. Key features: • An introductory chapter including a historical account of the growth of queueing theory in more than 100 years. • A modeling-based approach with emphasis on identification of models • Rigorous treatment of the foundations of basic models commonly used in applications with appropriate references for advanced topics. • A chapter on matrix-analytic method as an alternative to the traditional methods of analysis of queueing systems. • A comprehensive treatment of statistical inference for queueing systems. • Modeling exercises and review exercises when appropriate. The second edition of An Introduction of Queueing Theory may be used as a textbook by first-year graduate students in fields such as computer science, operations research, industrial and systems engineering, as well as related fields such as manufacturing and communications engineering. Upper-level undergraduate students in mathematics, statistics, and engineering may also use the book in an introductory course on queueing theory. With its rigorous coverage of basic material and extensive bibliography of the queueing literature, the work may also be useful to applied scientists and practitioners as a self-study reference for applications and further research. "...This book has brought a freshness and novelty as it deals mainly with modeling and analysis in applications as well as with statistical inference for queueing problems. With his 40 years of valuable experience in teaching and high level research in this subject area, Professor Bhat has been able to achieve what he aimed: to make [the work] somewhat different in content and approach from other books." - Assam Statistical Review of the first edition