G. Latouche,
V. Ramaswami
Introduction to Matrix Analytic Methods in Stochastic Modeling
Paperback Engels 1987 9780898714258Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780898714258
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:348
Uitgever:Society for Industrial and Applied Mathematics
Serie:ASA-SIAM Series on S
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Inhoudsopgave
Preface; Part I. Quasi-Birth-and-Death Processes. 1. Examples; Part II. The Method of Phases. 2. PH Distributions; 3. Markovian Point Processes; Part III. The Matrix-Geometric Distribution. 4. Birth-and-Death Processes; 5. Processes Under a Taboo; 6. Homogeneous QBDs; 7. Stability Condition; Part IV. Algorithms. 8. Algorithms for the Rate Matrix; 9. Spectral Analysis; 10. Finite QBDs; 11. First Passage Times; Part V. Beyond Simple QBDs. 12. Nonhomogeneous QBDs; 13. Processes, Skip-Free in One Direction; 14. Tree Processes; 15. Product Form Networks; 16. Nondenumerable States; Bibliography; Index.
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