Analyzing Markov Chains Using Kronecker Products: Theory and Applications

ISBN-13: 9781461441892 / Angielski / Miękka / 2012 / 86 str.

Tugrul Dayar

Opis

Kronecker products are used to define the underlying Markov chain (MC) invarious modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. This title provides the developments in the solution of such MCs are reviewed from an algebraic point of view.

Recenzje

From the reviews:

"Dayar's book on Kronecker products for Markov processes addresses an important topic which, up to now, has not been thoroughly discussed as a single entity in the literature. ... The book has numerous examples throughout to illustrate the results and methods which the author presents. ... the book is a valuable tool for learning to apply Kronecker representation to continuous time Markov chains." (Myron Hlynka, Mathematical Reviews, May, 2013)

Spis treści

Introduction.- Background.- Kronecker representation.- Preprocessing.- Block iterative methods for Kronecker products.- Preconditioned projection methods.- Multilevel methods.- Decompositional methods.- Matrix analytic methods.