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Author: Holger Hermanns
Publisher: Springer
ISBN: 3540458042
Category : Mathematics
Languages : en
Pages : 223
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Book Description
Markov Chains are widely used as stochastic models to study a broad spectrum of system performance and dependability characteristics. This monograph is devoted to compositional specification and analysis of Markov chains. Based on principles known from process algebra, the author systematically develops an algebra of interactive Markov chains. By presenting a number of distinguishing results, of both theoretical and practical nature, the author substantiates the claim that interactive Markov chains are more than just another formalism: Among other, an algebraic theory of interactive Markov chains is developed, devise algorithms to mechanize compositional aggregation are presented, and state spaces of several million states resulting from the study of an ordinary telefone system are analyzed.
Author: Holger Hermanns
Publisher: Springer
ISBN: 3540458042
Category : Mathematics
Languages : en
Pages : 223
Get Book Here
Book Description
Markov Chains are widely used as stochastic models to study a broad spectrum of system performance and dependability characteristics. This monograph is devoted to compositional specification and analysis of Markov chains. Based on principles known from process algebra, the author systematically develops an algebra of interactive Markov chains. By presenting a number of distinguishing results, of both theoretical and practical nature, the author substantiates the claim that interactive Markov chains are more than just another formalism: Among other, an algebraic theory of interactive Markov chains is developed, devise algorithms to mechanize compositional aggregation are presented, and state spaces of several million states resulting from the study of an ordinary telefone system are analyzed.
Author: Bruno Sericola
Publisher: John Wiley & Sons
ISBN: 1118731530
Category : Mathematics
Languages : en
Pages : 306
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Book Description
Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest. The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the Kolmogorov equations, the convergence to equilibrium and the passage time distributions to a state and to a subset of states. These results are applied to birth-and-death processes. He then proposes a detailed study of the uniformization technique by means of Banach algebra. This technique is used for the transient analysis of several queuing systems. Contents 1. Discrete-Time Markov Chains 2. Continuous-Time Markov Chains 3. Birth-and-Death Processes 4. Uniformization 5. Queues About the Authors Bruno Sericola is a Senior Research Scientist at Inria Rennes – Bretagne Atlantique in France. His main research activity is in performance evaluation of computer and communication systems, dependability analysis of fault-tolerant systems and stochastic models.
Author: Holger Hermanns
Publisher: Springer
ISBN: 9783540442615
Category : Mathematics
Languages : en
Pages : 217
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Book Description
Markov Chains are widely used as stochastic models to study a broad spectrum of system performance and dependability characteristics. This monograph is devoted to compositional specification and analysis of Markov chains. Based on principles known from process algebra, the author systematically develops an algebra of interactive Markov chains. By presenting a number of distinguishing results, of both theoretical and practical nature, the author substantiates the claim that interactive Markov chains are more than just another formalism: Among other, an algebraic theory of interactive Markov chains is developed, devise algorithms to mechanize compositional aggregation are presented, and state spaces of several million states resulting from the study of an ordinary telefone system are analyzed.
Author: Paul A. Gagniuc
Publisher: John Wiley & Sons
ISBN: 1119387558
Category : Mathematics
Languages : en
Pages : 252
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Book Description
A fascinating and instructive guide to Markov chains for experienced users and newcomers alike This unique guide to Markov chains approaches the subject along the four convergent lines of mathematics, implementation, simulation, and experimentation. It introduces readers to the art of stochastic modeling, shows how to design computer implementations, and provides extensive worked examples with case studies. Markov Chains: From Theory to Implementation and Experimentation begins with a general introduction to the history of probability theory in which the author uses quantifiable examples to illustrate how probability theory arrived at the concept of discrete-time and the Markov model from experiments involving independent variables. An introduction to simple stochastic matrices and transition probabilities is followed by a simulation of a two-state Markov chain. The notion of steady state is explored in connection with the long-run distribution behavior of the Markov chain. Predictions based on Markov chains with more than two states are examined, followed by a discussion of the notion of absorbing Markov chains. Also covered in detail are topics relating to the average time spent in a state, various chain configurations, and n-state Markov chain simulations used for verifying experiments involving various diagram configurations. • Fascinating historical notes shed light on the key ideas that led to the development of the Markov model and its variants • Various configurations of Markov Chains and their limitations are explored at length • Numerous examples—from basic to complex—are presented in a comparative manner using a variety of color graphics • All algorithms presented can be analyzed in either Visual Basic, Java Script, or PHP • Designed to be useful to professional statisticians as well as readers without extensive knowledge of probability theory Covering both the theory underlying the Markov model and an array of Markov chain implementations, within a common conceptual framework, Markov Chains: From Theory to Implementation and Experimentation is a stimulating introduction to and a valuable reference for those wishing to deepen their understanding of this extremely valuable statistical tool. Paul A. Gagniuc, PhD, is Associate Professor at Polytechnic University of Bucharest, Romania. He obtained his MS and his PhD in genetics at the University of Bucharest. Dr. Gagniuc’s work has been published in numerous high profile scientific journals, ranging from the Public Library of Science to BioMed Central and Nature journals. He is the recipient of several awards for exceptional scientific results and a highly active figure in the review process for different scientific areas.
Author: Gunter Bolch
Publisher: John Wiley & Sons
ISBN: 0471565253
Category : Technology & Engineering
Languages : en
Pages : 901
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Book Description
Critically acclaimed text for computer performance analysis--now in its second edition The Second Edition of this now-classic text provides a current and thorough treatment of queueing systems, queueing networks, continuous and discrete-time Markov chains, and simulation. Thoroughly updated with new content, as well as new problems and worked examples, the text offers readers both the theory and practical guidance needed to conduct performance and reliability evaluations of computer, communication, and manufacturing systems. Starting with basic probability theory, the text sets the foundation for the more complicated topics of queueing networks and Markov chains, using applications and examples to illustrate key points. Designed to engage the reader and build practical performance analysis skills, the text features a wealth of problems that mirror actual industry challenges. New features of the Second Edition include: * Chapter examining simulation methods and applications * Performance analysis applications for wireless, Internet, J2EE, and Kanban systems * Latest material on non-Markovian and fluid stochastic Petri nets, as well as solution techniques for Markov regenerative processes * Updated discussions of new and popular performance analysis tools, including ns-2 and OPNET * New and current real-world examples, including DiffServ routers in the Internet and cellular mobile networks With the rapidly growing complexity of computer and communication systems, the need for this text, which expertly mixes theory and practice, is tremendous. Graduate and advanced undergraduate students in computer science will find the extensive use of examples and problems to be vital in mastering both the basics and the fine points of the field, while industry professionals will find the text essential for developing systems that comply with industry standards and regulations.
Author: Abraham Neyman
Publisher: Springer Science & Business Media
ISBN: 9401001898
Category : Mathematics
Languages : en
Pages : 466
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Book Description
This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, July 1999. It gives the editors great pleasure to present it on the occasion of L.S. Shapley's eightieth birthday, and on the fiftieth "birthday" of his seminal paper "Stochastic Games," with which this volume opens. We wish to thank NATO for the grant that made the Institute and this volume possible, and the Center for Game Theory in Economics of the State University of New York at Stony Brook for hosting this event. We also wish to thank the Hebrew University of Jerusalem, Israel, for providing continuing financial support, without which this project would never have been completed. In particular, we are grateful to our editorial assistant Mike Borns, whose work has been indispensable. We also would like to acknowledge the support of the Ecole Poly tech nique, Paris, and the Israel Science Foundation. March 2003 Abraham Neyman and Sylvain Sorin ix STOCHASTIC GAMES L.S. SHAPLEY University of California at Los Angeles Los Angeles, USA 1. Introduction In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players.
Author: Richard Durrett
Publisher: Springer
ISBN: 3319456148
Category : Mathematics
Languages : en
Pages : 282
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Book Description
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Author:
Publisher:
ISBN: 9788354075592
Category : Automatic theorem proving
Languages : en
Pages : 0
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Book Description
This volume contains the papers presented at ATVA 2007,the 5th International Symposium on Automated Technology for Veri?cation and Analysis, which was held onOctober22-25,2007atthe NationalCenter ofSciencesin Tokyo, Japan. The purpose of ATVA is to promote research on theoretical and practical aspects of automated analysis, veri?cationand synthesis in East Asia by prov- ing a forum for interaction between the regional and the international research communities and industry in the?eld. The?rst three ATVA symposia were held in 2003, 2004 and 2005 in Taipei, and ATVA 2006 was held in Beijing. Theprogramwasselectedfrom88submitted papers, with25countriesrep- sented among the authors. Of these submissions, 29 regular papers and 7 short papers were selected for inclusion in the program. In addition, the program included keynote talks and tutorials by Martin Abadi (University of California, Santa Cruz and Microsoft Research), Ken McMillan (Cadence Berkeley Labs), and Moshe Vardi (Rice University), and an invited talk by Atsushi Hasegawa (Renesas Technology). A workshop on Omega-Automata (OMEGA 2007) was organized in connection with the conference. ATVA 2007 was sponsored by the National Institute of Informatics, the Kayamori Foundation of Information Science Advancement, the Inoue Fo- dation for Science, and the Telecommunications Advancement Foundation. We are grateful for their support. We would like to thank the program committee and the reviewers for their hard work and dedication in putting together this program. We would like to thank the Steering Committee for their considerable help with the organization of the conference. We also thank Michihiro Koibuchi for his help with the local arrangements.
Author: Abbas Moallem
Publisher: Springer
ISBN: 3030223515
Category : Computers
Languages : en
Pages : 493
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Book Description
This book constitutes the thoroughly refereed proceedings of the First International Conference on HCI for Cybersecurity, Privacy and Trust, HCI-CPT 2019, which was held as part of the 21st HCI International Conference, HCII 2019, in Orlando, FL, USA, in July 2019. The total of 1275 papers and 209 posters included in the 35 HCII 2019 proceedings volumes were carefully reviewed and selected from 5029 submissions. HCI-CPT 2019 includes a total of 32 papers; they were organized in topical sections named: Authentication; cybersecurity awareness and behavior; security and usability; and privacy and trust.
Author: Licheng Jiao
Publisher: Springer
ISBN: 3540459022
Category : Computers
Languages : en
Pages : 1030
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Book Description
This is volume I of the proceedings of the Second International Conference on Natural Computation, ICNC 2006. After a demanding review process 168 carefully revised full papers and 86 revised short papers were selected from 1915 submissions for presentation in two volumes. This first volume includes 130 papers related to artificial neural networks, natural neural systems and cognitive science, neural network applications, as well as evolutionary computation: theory and algorithms.
