Matrix-Analytic Methods in Stochastic Models

Buch | Hardcover
258 Seiten
2012
Springer-Verlag New York Inc.
978-1-4614-4908-9 (ISBN)

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Matrix-Analytic Methods in Stochastic Models -
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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.
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 results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.

Guy Latouche, Université Libre de Bruxelles, Belgium Vaidyanathan Ramaswami , AT&T Labs Research, USA Jay Sethuraman, Columbia University, USA Karl Sigman, Columbia University, USA Mark S. Squillante, IBM Thomas J. Watson Research Center, USA David D. Yao, Columbia University, USA

Factorization properties for a MAP-modulated fluid flow model under server vacation policies.- A compressed cyclic reduction for QBDs with low rank upper and lower transitions.- Bilateral matrix-exponential distribution.- AutoCAT: Automated Product-Form Solution of Stochastic Models.- Markovian trees subject to catastrophes: Would they survive forever?.- Majorization and Extremal PH-Distributions.- Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes.- Revisit to the tail asymptotics of the double QBD process: Refinement and complete solutions for the coordinate and diagonal directions.- Two-dimensional fluid queues with temporary assistance.- A Fluid Introduction To Brownian Motion & Stochastic Integration.- The impact of dampening demand variability in a production/inventory system with multiple retailers.

Erscheint lt. Verlag 5.12.2012
Reihe/Serie Springer Proceedings in Mathematics & Statistics ; 27
Zusatzinfo XIV, 258 p.
Verlagsort New York, NY
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Wirtschaft Betriebswirtschaft / Management
Schlagworte Brownian motion • Matrix-Analytic Methods • Operations Research • Queueing Networks • stochastic models
ISBN-10 1-4614-4908-1 / 1461449081
ISBN-13 978-1-4614-4908-9 / 9781461449089
Zustand Neuware
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