Numerical Solution of Markov Chains
eBook - ePub

Numerical Solution of Markov Chains

  1. 728 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Numerical Solution of Markov Chains

About this book

Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stationary distributions, including aggregation/disaggregation.

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Yes, you can access Numerical Solution of Markov Chains by William J. Stewart in PDF and/or ePUB format, as well as other popular books in Mathématiques & Mathématiques générales. We have over one million books available in our catalogue for you to explore.

Information

Table of contents

  1. Cover
  2. Half Title
  3. Series Page
  4. Title Page
  5. Copyright Page
  6. Preface
  7. Contents
  8. Contributors
  9. 1. Numerical Markov Queuing Analysis: A Twenty-Five Year Odyssey
  10. 2. A Methodology for the Specification and Generation of Markov Models
  11. 3. MARCA: Markov Chain Analyzer, A Software Package for Markov Modeling
  12. 4. A Survey of Aggregation-Disaggregation in Large Markov Chains
  13. 5. An Exact Aggregation-Disaggregation Algorithm for Mandatory Set Decomposable Markov Chains
  14. 6. On the Sensitivity of Nearly Uncoupled Markov Chains
  15. 7. Sensitivity Analysis, Ergodicity Coefficients, and Rank-One Updates for Finite Markov Chains
  16. 8. Iterative Methods for Determining Derivatives of Stationary Distributions of Finite Markov Chains
  17. 9. The Joint Distribution of Arrivals and Departures in Quasi-Birth-and-Death Processes
  18. 10. Queuing Systems Having Phase-Dependent Arrival and Service Rates
  19. 11. A Generalized Recursive Technique for Finite Markov Processes
  20. 12. A Theory of Statistical Multiplexing of Markovian Sources: Spectral Expansions and Algorithms
  21. 13. Some Markov Chain Problems in the Evaluation of Multiple-Access Protocols
  22. 14. A Stochastic Model for a Computer Communication Network Node with Phase Type Timeout Periods
  23. 15. Numerical Comparison of the Replacement Process Approach with the Aggregation-Disaggregation Algorithm for Row-Continuous Markov Chains
  24. 16. Analysis of a Loss System with Mutual Overflow in a Markovian Environment
  25. 17. Computing Conditional Distributions of Queuing Network Matrices
  26. 18. Finding Transient Solutions in Markovian Event Systems Through Randomization
  27. 19. A Splitting Technique for Markov Chain Transient Solution
  28. 20. Transient Solutions of Time-Inhomogeneous Markov Reward Models with Discontinuous Rates
  29. 21. First Passage Times in Nearly Decomposable Markov Chains
  30. 22. Bounds for Transient Characteristics of Large or Infinite Markov Chains
  31. 23. Evaluating Bounds on Steady-State Availability of Repairable Systems from Markov Models
  32. 24. Projection Methods for the Numerical Solution of Markov Chain Models
  33. 25. The Biconjugate Gradient Method for Obtaining the Steady-State Probability Distributions of Markovian Multiechelon Repairable Item Inventory Systems
  34. 26. Computing the Stationary Distribution Vector of an Irreducible Markov Chain on a Shared-Memory Multiprocessor
  35. 27. Steady-State Behavior of Interacting Queues: A Numerical Approach
  36. 28. The Most Likely Steady State for Large Numbers of Stochastic Traveling Salesmen
  37. 29. Combinatorial Optimization, Markov Chains, and Stochastic Automata
  38. 30. Solution of Large GSPN Models
  39. 31. On Bounds for Token Probabilities in a Class of Generalized Stochastic Petri Nets
  40. 32. The Importance of Bias Terms for Error Bounds and Comparison Results
  41. Poster Papers
  42. Software Demonstrations
  43. Index