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Numerical Methods for Structured Markov Chains

Author: Guy Latouche; Beatrice Meini; Dario A Bini
Publisher: Oxford : Oxford Univ. Press, 2007.
Series: Oxford Scholarship Online
Edition/Format:   Computer file : EnglishView all editions and formats
Summary:

Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is an introduction to the numerical solution of structured Markov chains, which have a  Read more...

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Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Guy Latouche; Beatrice Meini; Dario A Bini
ISBN: 9780198527688 0198527683
OCLC Number: 613426904
Notes: Gesehen am: 31.01.2008.
Description: Online-Ressource.
Contents: TOOLS ; Introduction to Markov chains ; Structured matrix analysis ; Matrix equations and canonical factorization ; STRUCTURED MARKOV CHAINS ; M/G/1-type Markov chains ; Phase-type queues ; ALGORITHMS ; Functional iterations ; Logarithmic reduction and cyclic reduction ; Alternative approaches ; Specialized structures ; Appendix ; Notations ; List of Algorithms ; Bibliography
Series Title: Oxford Scholarship Online

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'...this is an excellent book' SIAM Review, Vol.49 No.1 pp.123-176 The book is useful for researchers and PhD students both in the field of applied probability and numerical analysis, it can be used Read more...

 
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