INTRODUCTION TO MATRIX ANALYTIC METHODS IN STOCHASTIC MODELING

ISBN-13: 9780898714258 / Angielski

G. Latouche; V. Ramaswami

Opis

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.