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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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Détails bibliographiques
Cote:Libro Electrónico
Collectivité auteur: SpringerLink (Online service)
Autres auteurs: Latouche, Guy (Éditeur intellectuel), Ramaswami, Vaidyanathan (Éditeur intellectuel), Sethuraman, Jay (Éditeur intellectuel), Sigman, Karl (Éditeur intellectuel), Squillante, Mark S. (Éditeur intellectuel), Yao, David (Éditeur intellectuel)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Springer New York : Imprint: Springer, 2013.
Édition:1st ed. 2013.
Collection:Springer Proceedings in Mathematics & Statistics, 27
Sujets:
Accès en ligne:Texto Completo
Table des matières:
  • 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.