Numerical Methods for Structured Markov Chains

Language: English

Published by OUP Oxford, 2005

0198527683 / 9780198527688

Series: Book 2 of 8 - Numerical Mathematics and Scientific Computation

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queuing theory and stochastic modeling and include M/G/1 and GI/M/1-type Markov chain, quasi-birth-death processes, non-skip free queues and tree-like stochastic processes. Written for applied probabilists and numerical analysts, but accessible to engineers and scientists working on telecommunications and evaluation of computer systems performances, it provides a systematic treatment of the theory and algorithms for important families of structured Markov chains and 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 Markov chains, a systematic treatment of the structure matrix tools, including finite Toeplitz matrices, displacement operators, FFT, and the infinite block Toeplitz matrices, their relationship with matrix power series and the fundamental problems of solving matrix equations and computing canonical factorizations. Part 2 deals with the description and analysis of structure Markov chains and includes M/G/1, quasi-birth-death processes, non-skip-free queues and tree-like processes. Part 3 covers solution algorithms where new convergence and applicability results are proved. Each chapter ends with bibliographic notes for further reading, and the book ends with an appendix collecting the main general concepts and results used in the book, a list of the main annotations and algorithms used in the book, and an extensive index.…

Seller Inventory # 9780198527688

Title
Numerical Methods for Structured Markov Chains
Author
Dario A. Bini
Publisher
OUP Oxford
Publication year
2005
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0198527683
ISBN 13
9780198527688
Item weight
678 grams
Dimensions
240x161x23 mm
Series
Book 2 of 8: Numerical Mathematics and Scientific Computation

AHA-BUCH GmbH

Einbeck, Germany

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