Introduction to Matrix Analytic Methods in Stochastic Modeling

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Author :
Publisher : SIAM
ISBN 13 : 0898714257
Total Pages : 331 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Introduction to Matrix Analytic Methods in Stochastic Modeling by : G. Latouche

Download or read book Introduction to Matrix Analytic Methods in Stochastic Modeling written by G. Latouche and published by SIAM. This book was released on 1999-01-01 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner.

Matrix-analytic Methods

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Author :
Publisher : World Scientific
ISBN 13 : 9789812777164
Total Pages : 440 pages
Book Rating : 4.7/5 (771 download)

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Book Synopsis Matrix-analytic Methods by : Guy Latouche

Download or read book Matrix-analytic Methods written by Guy Latouche and published by World Scientific. This book was released on 2002 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Internet and production systems.

Fundamentals of Matrix-Analytic Methods

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Publisher : Springer Science & Business Media
ISBN 13 : 1461473306
Total Pages : 363 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Fundamentals of Matrix-Analytic Methods by : Qi-Ming He

Download or read book Fundamentals of Matrix-Analytic Methods written by Qi-Ming He and published by Springer Science & Business Media. This book was released on 2013-08-13 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions. New materials and techniques are presented for the first time in research and engineering design. This book emphasizes stochastic modeling by offering probabilistic interpretation and constructive proofs for Matrix-Analytic Methods. Such an approach is especially useful for engineering analysis and design. Exercises and examples are provided throughout the book.

Matrix-Analytic Methods in Stochastic Models

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Author :
Publisher : CRC Press
ISBN 13 : 1482292173
Total Pages : 398 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Matrix-Analytic Methods in Stochastic Models by : S. Chakravarthy

Download or read book Matrix-Analytic Methods in Stochastic Models written by S. Chakravarthy and published by CRC Press. This book was released on 2016-04-19 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union.

Introduction to Matrix Analytic Methods in Stochastic Modeling

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Author :
Publisher : SIAM
ISBN 13 : 9780898719734
Total Pages : 348 pages
Book Rating : 4.7/5 (197 download)

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Book Synopsis Introduction to Matrix Analytic Methods in Stochastic Modeling by : G. Latouche

Download or read book Introduction to Matrix Analytic Methods in Stochastic Modeling written by G. Latouche and published by SIAM. This book was released on 1999-01-01 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Matrix analytic methods are popular as modeling tools because they give one the ability to construct and analyze a wide class of queuing models in a unified and algorithmically tractable way. The authors present the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner. In the current literature, a mixed bag of techniques is used-some probabilistic, some from linear algebra, and some from transform methods. Here, many new proofs that emphasize the unity of the matrix analytic approach are included.

Matrix-Analytic Methods in Stochastic Models

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 146144909X
Total Pages : 265 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Matrix-Analytic Methods in Stochastic Models by : Guy Latouche

Download or read book Matrix-Analytic Methods in Stochastic Models written by Guy Latouche and published by Springer Science & Business Media. This book was released on 2012-12-04 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Constructive Computation in Stochastic Models with Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 364211492X
Total Pages : 693 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Constructive Computation in Stochastic Models with Applications by : Quan-Lin Li

Download or read book Constructive Computation in Stochastic Models with Applications written by Quan-Lin Li and published by Springer Science & Business Media. This book was released on 2011-02-02 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.

Introduction to Matrix Analytic Methods in Queues 1

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1394165412
Total Pages : 372 pages
Book Rating : 4.3/5 (941 download)

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Book Synopsis Introduction to Matrix Analytic Methods in Queues 1 by : Srinivas R. Chakravarthy

Download or read book Introduction to Matrix Analytic Methods in Queues 1 written by Srinivas R. Chakravarthy and published by John Wiley & Sons. This book was released on 2022-08-19 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Matrix-analytic methods (MAM) were introduced by Professor Marcel Neuts and have been applied to a variety of stochastic models since. In order to provide a clear and deep understanding of MAM while showing their power, this book presents MAM concepts and explains the results using a number of worked-out examples. This book’s approach will inform and kindle the interest of researchers attracted to this fertile field. To allow readers to practice and gain experience in the algorithmic and computational procedures of MAM, Introduction to Matrix Analytic Methods in Queues 1 provides a number of computational exercises. It also incorporates simulation as another tool for studying complex stochastic models, especially when the state space of the underlying stochastic models under analytic study grows exponentially. The book’s detailed approach will make it more accessible for readers interested in learning about MAM in stochastic models.

An Introduction to Stochastic Modeling

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Author :
Publisher : Academic Press
ISBN 13 : 1483269272
Total Pages : 410 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis An Introduction to Stochastic Modeling by : Howard M. Taylor

Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.

Stochastic Modelling of Social Processes

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Publisher : Academic Press
ISBN 13 : 1483266567
Total Pages : 352 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Stochastic Modelling of Social Processes by : Andreas Diekmann

Download or read book Stochastic Modelling of Social Processes written by Andreas Diekmann and published by Academic Press. This book was released on 2014-05-10 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Modelling of Social Processes provides information pertinent to the development in the field of stochastic modeling and its applications in the social sciences. This book demonstrates that stochastic models can fulfill the goals of explanation and prediction. Organized into nine chapters, this book begins with an overview of stochastic models that fulfill normative, predictive, and structural–analytic roles with the aid of the theory of probability. This text then examines the study of labor market structures using analysis of job and career mobility, which is one of the approaches taken by sociologists in research on the labor market. Other chapters consider the characteristic trends and patterns from data on divorces. This book discusses as well the two approaches of stochastic modeling of social processes, namely competing risk models and semi-Markov processes. The final chapter deals with the practical application of regression models of survival data. This book is a valuable resource for social scientists and statisticians.

Computational Probability

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Publisher : Springer Science & Business Media
ISBN 13 : 9780792386179
Total Pages : 514 pages
Book Rating : 4.3/5 (861 download)

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Book Synopsis Computational Probability by : Winfried K. Grassmann

Download or read book Computational Probability written by Winfried K. Grassmann and published by Springer Science & Business Media. This book was released on 2000 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Great advances have been made in recent years in the field of computational probability. In particular, the state of the art - as it relates to queuing systems, stochastic Petri-nets and systems dealing with reliability - has benefited significantly from these advances. The objective of this book is to make these topics accessible to researchers, graduate students, and practitioners. Great care was taken to make the exposition as clear as possible. Every line in the book has been evaluated, and changes have been made whenever it was felt that the initial exposition was not clear enough for the intended readership. The work of major research scholars in this field comprises the individual chapters of Computational Probability. The first chapter describes, in nonmathematical terms, the challenges in computational probability. Chapter 2 describes the methodologies available for obtaining the transition matrices for Markov chains, with particular emphasis on stochastic Petri-nets. Chapter 3 discusses how to find transient probabilities and transient rewards for these Markov chains. The next two chapters indicate how to find steady-state probabilities for Markov chains with a finite number of states. Both direct and iterative methods are described in Chapter 4. Details of these methods are given in Chapter 5. Chapters 6 and 7 deal with infinite-state Markov chains, which occur frequently in queueing, because there are times one does not want to set a bound for all queues. Chapter 8 deals with transforms, in particular Laplace transforms. The work of Ward Whitt and his collaborators, who have recently developed a number of numerical methods for Laplace transform inversions, is emphasized in this chapter. Finally, if one wants to optimize a system, one way to do the optimization is through Markov decision making, described in Chapter 9. Markov modeling has found applications in many areas, three of which are described in detail: Chapter 10 analyzes discrete-time queues, Chapter 11 describes networks of queues, and Chapter 12 deals with reliability theory.

Computer Performance Evaluation. Modelling Techniques and Tools

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Publisher : Springer
ISBN 13 : 354045232X
Total Pages : 319 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Computer Performance Evaluation. Modelling Techniques and Tools by : Peter Kemper

Download or read book Computer Performance Evaluation. Modelling Techniques and Tools written by Peter Kemper and published by Springer. This book was released on 2003-10-02 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: We are pleased to present the proceedings of Performance TOOLS 2003, the 13th International Conference on Modelling Techniques and Tools for Computer Performance Evaluation. The series of TOOLS conferences has provided a forum for our community of performance engineers with all their diverse interests. TOOLS 2003, held in Urbana, Illinois during September 2–5, 2003, was the most recent meeting of the series, which in the past has been held in the following cities: 1984 Paris 1992 Edinburgh 2000 Chicago 1985 Sophia-Antipolis 1994 Vienna 2002 London 1987 Paris 1995 Heidelberg 2003 Urbana 1988 Palma 1997 Saint Malo 1991 Turin 1998 Palma TheproceedingsoftheTOOLSconferenceshavebeenpublishedbySpringer- Verlag in its LNCS series since 1994. TOOLS2003wasthesecondconferenceintheseriestobeheldinthestateof Illinois, USA. It was one of four component conferences that met together under the umbrella of the 2003 Illinois Multiconference on Measurement, Modelling, and Evaluation of Computer-Communication Systems. Other conferences held inconjunctionwithTOOLS2003werethe10thInternationalWorkshoponPetri Nets and Performance Models (PNPM 2003), the International Conference on the Numerical Solution of Markov Chains (NSMC 2003), and the 6th Inter- tional Workshop on Performability Modeling of Computer and Communication Systems (PMCCS-6). The format allowed for a number of joint components in the programs: the three keynote speakers, the tool demonstrations, the tutorials, and the social events were all shared by the participants of the multiconference. Moreover, the PNPM, TOOLS, and NSMC tracks of the multiconference ran concurrently, so that attendees could choose to attend whichever sessions of those component conferences they wished.

Numerical Methods for Structured Markov Chains

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Publisher : Oxford University Press, USA
ISBN 13 : 0198527683
Total Pages : 340 pages
Book Rating : 4.1/5 (985 download)

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Book Synopsis Numerical Methods for Structured Markov Chains by : Dario A. Bini

Download or read book Numerical Methods for Structured Markov Chains written by Dario A. Bini and published by Oxford University Press, USA. This book was released on 2005-02-03 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 toengineers 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 andanalysis 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 bookends 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.

Switching Processes in Queueing Models

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Publisher : John Wiley & Sons
ISBN 13 : 1118623487
Total Pages : 268 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Switching Processes in Queueing Models by : Vladimir Anisimov

Download or read book Switching Processes in Queueing Models written by Vladimir Anisimov and published by John Wiley & Sons. This book was released on 2013-03-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Switching processes, invented by the author in 1977, is the main tool used in the investigation of traffic problems from automotive to telecommunications. The title provides a new approach to low traffic problems based on the analysis of flows of rare events and queuing models. In the case of fast switching, averaging principle and diffusion approximation results are proved and applied to the investigation of transient phenomena for wide classes of overloading queuing networks. The book is devoted to developing the asymptotic theory for the class of switching queuing models which covers models in a Markov or semi-Markov environment, models under the influence of flows of external or internal perturbations, unreliable and hierarchic networks, etc.

Formal Methods and Stochastic Models for Performance Evaluation

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Publisher : Springer
ISBN 13 : 3540353658
Total Pages : 246 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Formal Methods and Stochastic Models for Performance Evaluation by : András Horváth

Download or read book Formal Methods and Stochastic Models for Performance Evaluation written by András Horváth and published by Springer. This book was released on 2006-06-20 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Third European Performance Engineering Workshop, EPEW 2006, held in Budapest, Hungary in June 2006. The 16 revised full papers presented were carefully reviewed and selected from 40 submissions. The papers are organized in topical sections on stochastic process algebra, workloads and benchmarks, theory of stochastic processes, formal dependability and performance evaluation, as well as queues, theory and practice.

Computer System Performance Modeling in Perspective

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Publisher : World Scientific
ISBN 13 : 1860946615
Total Pages : 290 pages
Book Rating : 4.8/5 (69 download)

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Book Synopsis Computer System Performance Modeling in Perspective by : Erol Gelenbe

Download or read book Computer System Performance Modeling in Perspective written by Erol Gelenbe and published by World Scientific. This book was released on 2006 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer system performance evaluation is a key discipline for the understanding of the behavior and limitations of large scale computer systems and networks. This volume provides an overview of the milestones and major developments of the field.The contributions to the book include many of the principal leaders from industry and academia with a truly international coverage, including several IEEE and ACM Fellows, two Fellows of the US National Academy of Engineering and a Fellow of the European Academy, and a former President of the Association of Computing Machinery.

Computer System Performance Modeling In Perspective: A Tribute To The Work Of Prof Kenneth C Sevcik

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Author :
Publisher : World Scientific
ISBN 13 : 1908979828
Total Pages : 290 pages
Book Rating : 4.9/5 (89 download)

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Book Synopsis Computer System Performance Modeling In Perspective: A Tribute To The Work Of Prof Kenneth C Sevcik by : Erol Gelenbe

Download or read book Computer System Performance Modeling In Perspective: A Tribute To The Work Of Prof Kenneth C Sevcik written by Erol Gelenbe and published by World Scientific. This book was released on 2006-09-20 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer system performance evaluation is a key discipline for the understanding of the behavior and limitations of large scale computer systems and networks. This volume provides an overview of the milestones and major developments of the field.The contributions to the book include many of the principal leaders from industry and academia with a truly international coverage, including several IEEE and ACM Fellows, two Fellows of the US National Academy of Engineering and a Fellow of the European Academy, and a former President of the Association of Computing Machinery./a