Matrix-Analytic Methods in Stochastic Models

Matrix-Analytic Methods in Stochastic Models edited by Guy Latouche, Vaidyanathan Ramaswami, Jay Sethuraman, Karl Sigman, Mark S. Squillante, David Yao.

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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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Latouche, Guy (Editor), Ramaswami, Vaidyanathan (Editor), Sethuraman, Jay (Editor), Sigman, Karl (Editor), Squillante, Mark S. (Editor), Yao, David (Editor)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Springer Proceedings in Mathematics & Statistics, 27
Springer eBook Collection.
Subjects:
Probabilities.
Numerical analysis.
Operations research.
Management science.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
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.

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