Analyzing Markov chains using Kronecker products : theory and applications

Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is...

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Autor principal: Dayar, Tužrul
Format: Livre numérique
Idioma:Anglais
Publicat: New York, NY : Springer New York [20..].
Cham : Springer Nature
Edició:1st ed. 2012.
Col·lecció:SpringerBriefs in Mathematics
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Nota: Archives Springer e-books (Licence nationale)
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Edition sous un autre format:• Analyzing Markov chains using Kronecker products, theory and applications, Tužrul Dayar, 2012, New York, NY, Springer, 1 vol. (IX-86 p.), SpringerBriefs in mathematics, 978-1-4614-4189-2
• Analyzing Markov chains using Kronecker products, theory and applications, Tužrul Dayar, 2012, New York, NY, Springer, 1 vol. (IX-86 p.), SpringerBriefs in mathematics, 978-1-4614-4189-2
• Analyzing Markov Chains using Kronecker Products, Texte imprimé, 9781461441915
• Analyzing Markov chains using Kronecker products, theory and applications, Tužrul Dayar, 2012, New York, NY, Springer, 1 vol. (IX-86 p.), SpringerBriefs in mathematics, 978-1-4614-4189-2
• Analyzing Markov Chains using Kronecker Products, Texte imprimé, 9781461441915
Descripció
Sumari:Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With this approach, systems that are an order of magnitude larger can be analyzed on the same platform. The developments in the solution of such MCs are reviewed from an algebraic point of view and possible areas for further research are indicated with an emphasis on preprocessing using reordering, grouping, and lumping and numerical analysis using block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic methods. Case studies from closed queueing networks and stochastic chemical kinetics are provided to motivate decompositional and matrix analytic methods, respectively
Descripció de l’ítem:Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
ISBN:9781461441908
ISSN:2191-8201
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