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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Detalles Bibliográficos
Autor Principal: Latouche, Guy
Outros autores: Ramaswami, Vaidyanathan (Directeur de la publication), Sethuraman, Jay (Directeur de la publication), Sigman, Karl (Directeur de la publication), Squillante, Mark S. (Directeur de la publication), Yao, David (Directeur de la publication)
Formato: Livre numérique
Idioma:Anglais
Publicado: New York, NY : Springer New York [20..].
Cham : Springer Nature
Edición:1st ed. 2013.
Series:Springer Proceedings in Mathematics & Statistics 27
Acceso en liña:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Nota: 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 des matières:
  • 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