Matrix-Analytic Methods in Stochastic Models

Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models.  Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrin...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Latouche, Guy (Editor ), Ramaswami, Vaidyanathan (Editor ), Sethuraman, Jay (Editor ), Sigman, Karl (Editor ), Squillante, Mark S. (Editor ), Yao, David (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:Springer Proceedings in Mathematics & Statistics, 27
Temas:
Probabilities.
Numerical analysis.
Operations research.
Management science.
Probability Theory.
Numerical Analysis.
Operations Research, Management Science .
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Factorization properties for a MAP-modulated fluid flow model under server vacation policies
  • A compressed cyclic reduction for QBDs with low rank upper and lower transitions
  • Bilateral matrix-exponential distribution
  • AutoCAT: Automated Product-Form Solution of Stochastic Models
  • Markovian trees subject to catastrophes: Would they survive forever?
  • Majorization and Extremal PH-Distributions
  • Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes
  • Revisit to the tail asymptotics of the double QBD process: Refinement and complete solutions for the coordinate and diagonal directions
  • Two-dimensional fluid queues with temporary assistance
  • A Fluid Introduction To Brownian Motion & Stochastic Integration
  • The impact of dampening demand variability in a production/inventory system with multiple retailers.

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