Intersecting two large research areas--numerical analysis and applied probability/quering theory--this book is a self -contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queueing theory and stochastic modeling. Aimed at graduates and researchers in numerical analysis, applied mathematics, probability, engineering and computer science it provides a thorough overview of the current literature. The book, consisting of nine chapters, is presented in three parts. Part 1 covers a basic description of the fundamental concepts related to...
Intersecting two large research areas--numerical analysis and applied probability/quering theory--this book is a self -contained introduction to the n...
Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used in the modelling and performance analysis of computer systems, telecommunication networks, network protocols and many other stochastic systems of current commercial and engineering interest.
This volume deals with: (1) various aspects of the theory of block-structured Markov chains; (2) analysis of complex queueing models; and (3) parameter estimation and specific applications to such areas as cellular mobile systems, FS-ALOHA, the...
Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensiv...
Guy Latouche Vaidyanathan Ramaswami Jay Sethuraman
Discovers underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a variety of fields.
Discovers underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., perfo...
Guy Latouche Vaidyanathan Ramaswami Jay Sethuraman
Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research...
Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes o...
