| Description |
1 online resource (xi, 327 pages) : illustrations |
| Series |
Numerical mathematics and scientific computation |
|
Oxford science publications |
|
Numerical mathematics and scientific computation.
|
|
Oxford science publications.
|
| Contents |
1. Introduction to Markov chains -- 2. Structured matrix analysis -- 3. Matrix equations and canonical factorizations -- 4. M/G/1-type Markov chains -- 5. Phase-type queues -- 6. Functional iterations -- 7. Logarithmic reduction and cyclic reduction -- 8. Alternative approaches -- 9. Specialized structures |
| Summary |
Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queuing theory and stochastic modeling and include M/G/1 and GI/M/1-type Markov chain, quasi-birth-death processes, non-skip free queues and tree-like stochastic processes. Written for applied probabilists and numerical analysts, but accessible toengineers and scientists working on telecommunications and evaluation of computer systems performances, it provides a sy |
| Bibliography |
Includes bibliographical references (pages 315-323) and index |
| Notes |
English |
|
Print version record |
| Subject |
Markov processes -- Numerical solutions.
|
|
MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
|
|
Markov processes -- Numerical solutions
|
| Form |
Electronic book
|
| Author |
Latouche, G. (Guy), author.
|
|
Meini, B. (Beatrice), author.
|
| ISBN |
9780191523649 |
|
019152364X |
|
0198527683 |
|
9780198527688 |
|
1423758196 |
|
9781423758198 |
|
