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Numerical methods for structured Markov chains

Author: Dario A Bini; Guy Latouche; Beatrice Meini
Publisher: Oxford, England ; New York : Oxford University Press, ©2005.
Series: Numerical mathematics and scientific computation.; Oxford science publications.
Edition/Format:   Print book : EnglishView all editions and formats
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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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Document Type: Book
All Authors / Contributors: Dario A Bini; Guy Latouche; Beatrice Meini
ISBN: 0198527683 9780198527688
OCLC Number: 318280946
Description: xi, 327 p. : il. ; 24 cm.
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: Numerical mathematics and scientific computation.; Oxford science publications.
Responsibility: D.A. Bini, G. Latouche, B. Meini.

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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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