Introduction to Matrix Analytic Methods in Stochastic Modeling - Brossura

Latouche, G.; Ramaswami, V.

 
9780898714258: Introduction to Matrix Analytic Methods in Stochastic Modeling

Sinossi

Presents the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner.

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Contenuti

Preface; Part I. Quasi-Birth-and-Death Processes. 1. Examples; Part II. The Method of Phases. 2. PH Distributions; 3. Markovian Point Processes; Part III. The Matrix-Geometric Distribution. 4. Birth-and-Death Processes; 5. Processes Under a Taboo; 6. Homogeneous QBDs; 7. Stability Condition; Part IV. Algorithms. 8. Algorithms for the Rate Matrix; 9. Spectral Analysis; 10. Finite QBDs; 11. First Passage Times; Part V. Beyond Simple QBDs. 12. Nonhomogeneous QBDs; 13. Processes, Skip-Free in One Direction; 14. Tree Processes; 15. Product Form Networks; 16. Nondenumerable States; Bibliography; Index.

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