Matrix-Analytic Methods in Stochastic Models (Springer Proceedings in Mathematics & Statistics)

ISBN 10: 1489994246 / ISBN 13: 9781489994240

Published by Springer, 2015

About this Item

Print on Demand pp. 258.

Seller Inventory # 373497917

Bibliographic Details

• Title: Matrix-Analytic Methods in Stochastic Models (Springer Proceedings in Mathematics & Statistics)
• Publisher: Springer
• Publication Date: 2015
• Language: English
• ISBN 10: 1489994246
• ISBN 13: 9781489994240
• Binding: Soft cover
• Condition: New

About this title

Synopsis

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 intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.

About the Author

Guy Latouche, Université Libre de Bruxelles, Belgium
Vaidyanathan Ramaswami , AT&T Labs Research, USA

Jay Sethuraman, Columbia University, USA

Karl Sigman, Columbia University, USA
Mark S. Squillante, IBM Thomas J. Watson Research Center, USA

David D. Yao, Columbia University, USA