Analyzing Markov Chains using Kronecker Products : Theory and Applications

Language: English

Published by Springer New York, 2012

1461441897 / 9781461441892

Series: Book 10 of 155 - SpringerBriefs in Mathematics

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Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With this approach, systems that are an order of magnitude larger can be analyzed on the same platform. The developments in the solution of such MCs are reviewed from an algebraic point of view and possible areas for further research are indicated with an emphasis on preprocessing using reordering, grouping, and lumping and numerical analysis using block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic methods. Case studies from closed queueing networks and stochastic chemical kinetics are provided to motivate decompositional and matrix analytic methods, respectively.…

Title
Analyzing Markov Chains using Kronecker Products : Theory and Applications
Author
Tugrul Dayar
Publisher
Springer New York
Publication year
2012
Condition
Sehr gut
Binding
Soft cover
Language
English
ISBN 10
1461441897
ISBN 13
9781461441892
Series
Book 10 of 155: SpringerBriefs in Mathematics
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Buchpark

Trebbin, Germany

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