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

Dayar, Tugrul

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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From the reviews:

“Dayar’s book on Kronecker products for Markov processes addresses an important topic which, up to now, has not been thoroughly discussed as a single entity in the literature. ... The book has numerous examples throughout to illustrate the results and methods which the author presents. ... the book is a valuable tool for learning to apply Kronecker representation to continuous time Markov chains.” (Myron Hlynka, Mathematical Reviews, May, 2013)

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2012
• ISBN 10: 1461441897
• ISBN 13: 9781461441892
• Einband: Tapa blanda
• Sprache: Englisch
• Anzahl der Seiten: 96
• Kontakt zum Hersteller: Nicht verfügbar