Matrix-analytic methods in stochastic models
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 intrin...
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| Main Author: | |
|---|---|
| Other Authors: | , , , , |
| Format: | Livre numérique |
| Language: | Anglais |
| Published: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edition: | 1st ed. 2013. |
| Series: | Springer Proceedings in Mathematics & Statistics
27 |
| Online Access: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Matrix-Analytic Methods in Stochastic Models, Texte imprimé, 9781461449089 • Matrix-Analytic Methods in Stochastic Models, Texte imprimé, 9781461449102 • Matrix-Analytic Methods in Stochastic Models, Texte imprimé, 9781489994240 |
Table of Contents:
- 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