Analyzing Markov Chains using Kronecker Products: Theory and Applications (SpringerBriefs in Mathematics) - Softcover

Buch 10 von 155: SpringerBriefs in Mathematics

Dayar, Tugrul

 
9781461441892: Analyzing Markov Chains using Kronecker Products: Theory and Applications (SpringerBriefs in Mathematics)
Softcover
ISBN 10: 1461441897 ISBN 13: 9781461441892
Verlag: Springer, 2012

Inhaltsangabe

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.

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Verlag
Springer
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
1461441897
ISBN 13 
9781461441892
Einband
Taschenbuch
Anzahl der Seiten
96
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Vorgestellte Ausgabe

ISBN 10:  1461441919 ISBN 13:  9781461441915
Verlag: Springer, 2012
Softcover