Numerical Methods for Structured Markov Chains (Hardcover)

Dario A. Bini

ISBN 10: 0198527683 / ISBN 13: 9780198527688

Published by Oxford University Press, Oxford, 2005

About this Item

Hardcover. 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, butaccessible to engineers and scientists working on telecommunications and evaluation of computer systems performances, it provides a systematic treatment of the theory and algorithms for important familiesof structured Markov chains and a thorough overview of the current literature.The book, consisting of nine Chapters, is presented in three parts. Part 1 covers a basic description of the fundamental concepts related to Markov chains, a systematic treatment of the structure matrix tools, including finite Toeplitz matrices, displacement operators, FFT, and the infinite block Toeplitz matrices, their relationship with matrix power series and the fundamental problems ofsolving matrix equations and computing canonical factorizations. Part 2 deals with the description and analysis of structure Markov chains and includes M/G/1, quasi-birth-death processes, non-skip-freequeues and tree-like processes. Part 3 covers solution algorithms where new convergence and applicability results are proved. Each chapter ends with bibliographic notes for further reading, and the book ends with an appendix collecting the main general concepts and results used in the book, a list of the main annotations and algorithms used in the book, and an extensive index. Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is an introduction to the numerical solution of structured Markov chains, which have a wide applicability in queueing theory and stochastic modelling. It provides a systematic treatment of the important families of these chains. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Seller Inventory # 9780198527688

Bibliographic Details

• Title: Numerical Methods for Structured Markov Chains (Hardcover)
• Publisher: Oxford University Press, Oxford
• Publication Date: 2005
• Language: English
• ISBN 10: 0198527683
• ISBN 13: 9780198527688
• Binding: Hardcover
• Condition: new

About this title

Synopsis

Intersecting two large research areas-numerical analysis and applied probability/quering theory - this book is a self -contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queueing theory and stochastic modeling. Aimed at graduates and researchers in numerical analysis, applied mathematics, probability, engineering and computer science it provides a thorough overview of the current literature.

About the Author

Dario A. Bini: Associate Editor of SIAM Journal on Matrix Analysis and Applications
Member of the Editorial Board of the journal Calcolo by Springer Verlag

Guy Latouche: Associate Editor of Advances in Performance Analysis

Beatrice Meini: Member of the Editorial Board of the journal Stochastic Models,
Marcel Dekker