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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Opis bibliograficzny
1. autor: Latouche, Guy
Kolejni autorzy: Ramaswami, Vaidyanathan (Dyrektor wydawnictwa), Sethuraman, Jay (Dyrektor wydawnictwa), Sigman, Karl (Dyrektor wydawnictwa), Squillante, Mark S. (Dyrektor wydawnictwa), Yao, David (Dyrektor wydawnictwa)
Format: Livre numérique
Język:Anglais
Wydane: New York, NY : Springer New York [20..].
Cham : Springer Nature
Wydanie:1st ed. 2013.
Seria:Springer Proceedings in Mathematics & Statistics 27
Dostęp online:Accès sur la plateforme de l'éditeur
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Accès Université d'Orléans
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Komentarz: Archives Springer e-books (Licence nationale)
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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
Spis treści:
  • 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