Introduction to matrix analytic methods in stochastic modeling:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia, Pa.
Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104)
1999
|
| Schriftenreihe: | ASA-SIAM series on statistics and applied probability
5 |
| Schlagworte: | |
| Online-Zugang: | TUM01 UBW01 UBY01 UER01 Volltext |
| Beschreibung: | Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader Includes bibliographical references (p. 313-324) and index 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 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 |
| Beschreibung: | 1 Online-Ressource (xiv, 334 Seiten) |
| ISBN: | 0898714257 9780898714258 |
| DOI: | 10.1137/1.9780898719734 |
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| 245 | 1 | 0 | |a Introduction to matrix analytic methods in stochastic modeling |c G. Latouche, V. Ramaswami |
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| 500 | |a 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 | ||
| 500 | |a 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 | ||
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Datensatz im Suchindex
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| author | Latouche, Guy Ramaswami, V. |
| author_GND | (DE-588)170894878 |
| author_facet | Latouche, Guy Ramaswami, V. |
| author_role | aut aut |
| author_sort | Latouche, Guy |
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| discipline | Mathematik |
| doi_str_mv | 10.1137/1.9780898719734 |
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| id | DE-604.BV039747149 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:10:18Z |
| institution | BVB |
| isbn | 0898714257 9780898714258 |
| language | English |
| lccn | 98048647 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024594679 |
| oclc_num | 775728650 |
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| physical | 1 Online-Ressource (xiv, 334 Seiten) |
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| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) |
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| series | ASA-SIAM series on statistics and applied probability |
| series2 | ASA-SIAM series on statistics and applied probability |
| spelling | Latouche, Guy (DE-588)170894878 aut Introduction to matrix analytic methods in stochastic modeling G. Latouche, V. Ramaswami Philadelphia, Pa. Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) 1999 1 Online-Ressource (xiv, 334 Seiten) txt rdacontent c rdamedia cr rdacarrier ASA-SIAM series on statistics and applied probability 5 Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader Includes bibliographical references (p. 313-324) and index 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 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 Markov processes Queuing theory Matrix analytic methods Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Warteschlange (DE-588)4189150-8 gnd rswk-swf Matrix Mathematik (DE-588)4037968-1 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 s Matrix Mathematik (DE-588)4037968-1 s DE-604 Markov-Prozess (DE-588)4134948-9 s Warteschlange (DE-588)4189150-8 s Ramaswami, V. aut Erscheint auch als Druck-Ausgabe, Paperback 0898714257 Erscheint auch als Druck-Ausgabe, Paperback 9780898714258 ASA-SIAM series on statistics and applied probability 5 (DE-604)BV047230102 5 https://doi.org/10.1137/1.9780898719734 Verlag Volltext |
| spellingShingle | Latouche, Guy Ramaswami, V. Introduction to matrix analytic methods in stochastic modeling ASA-SIAM series on statistics and applied probability Markov processes Queuing theory Matrix analytic methods Markov-Prozess (DE-588)4134948-9 gnd Stochastisches Modell (DE-588)4057633-4 gnd Warteschlange (DE-588)4189150-8 gnd Matrix Mathematik (DE-588)4037968-1 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4057633-4 (DE-588)4189150-8 (DE-588)4037968-1 |
| title | Introduction to matrix analytic methods in stochastic modeling |
| title_auth | Introduction to matrix analytic methods in stochastic modeling |
| title_exact_search | Introduction to matrix analytic methods in stochastic modeling |
| title_full | Introduction to matrix analytic methods in stochastic modeling G. Latouche, V. Ramaswami |
| title_fullStr | Introduction to matrix analytic methods in stochastic modeling G. Latouche, V. Ramaswami |
| title_full_unstemmed | Introduction to matrix analytic methods in stochastic modeling G. Latouche, V. Ramaswami |
| title_short | Introduction to matrix analytic methods in stochastic modeling |
| title_sort | introduction to matrix analytic methods in stochastic modeling |
| topic | Markov processes Queuing theory Matrix analytic methods Markov-Prozess (DE-588)4134948-9 gnd Stochastisches Modell (DE-588)4057633-4 gnd Warteschlange (DE-588)4189150-8 gnd Matrix Mathematik (DE-588)4037968-1 gnd |
| topic_facet | Markov processes Queuing theory Matrix analytic methods Markov-Prozess Stochastisches Modell Warteschlange Matrix Mathematik |
| url | https://doi.org/10.1137/1.9780898719734 |
| volume_link | (DE-604)BV047230102 |
| work_keys_str_mv | AT latoucheguy introductiontomatrixanalyticmethodsinstochasticmodeling AT ramaswamiv introductiontomatrixanalyticmethodsinstochasticmodeling |