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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書誌詳細
第一著者: Latouche, Guy
その他の著者: Ramaswami, Vaidyanathan (出版デイレクター), Sethuraman, Jay (出版デイレクター), Sigman, Karl (出版デイレクター), Squillante, Mark S. (出版デイレクター), Yao, David (出版デイレクター)
フォーマット: Livre numérique
言語:Anglais
出版事項: New York, NY : Springer New York [20..].
Cham : Springer Nature
版:1st ed. 2013.
シリーズ:Springer Proceedings in Mathematics & Statistics 27
オンライン・アクセス:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
注記: 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
目次:
  • 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