Matrix-Analytic Methods in Stochastic Models

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Title:	Matrix-Analytic Methods in Stochastic Models		Volume:
Author(s):	Jung Woo Baek, Ho Woo Lee, Se Won Lee (auth.), Guy Latouche, Vaidyanathan Ramaswami, Jay Sethuraman, Karl Sigman, Mark S. Squillante, David D. Yao (eds.)
Series:	Springer Proceedings in Mathematics & Statistics 27	Periodical:
Publisher:	Springer New York	City:
Year:	2013	Edition:
Language:	English	Pages:	XIV, 256 p. 47 illus.
ISBN:	978-1-4614-4908-9, 978-1-4614-4909-6	ID:	976389
Time added:	2013-08-01 08:00:00	Time modified:	2013-08-24 20:50:08
Library:		Library issue:
Size:	4 MB (3850665 bytes)	Extension:	pdf
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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 applications perspective, as well as identify directions for future research.
Table of contents : Content: Front Matter....Pages i-xiv Factorization Properties for a MAP-Modulated Fluid Flow Model Under Server Vacation Policies....Pages 1-24 A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions....Pages 25-40 Bilateral Matrix-Exponential Distributions....Pages 41-56 AutoCAT: Automated Product-Form Solution of Stochastic Models....Pages 57-85 Markovian Trees Subject to Catastrophes: Would They Survive Forever?....Pages 87-106 Majorization and Extremal PH Distributions....Pages 107-121 Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes....Pages 123-143 Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions....Pages 145-185 Two-Dimensional Fluid Queues with Temporary Assistance....Pages 187-207 A Fluid Introduction to Brownian Motion and Stochastic Integration....Pages 209-225 Impact of Dampening Demand Variability in a Production/Inventory System with Multiple Retailers....Pages 227-250 Back Matter....Pages 251-256 [url=]9d31d33177becaf2db47a7572f3406bc.pdf (3.67 MB)[/url]

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