Numerical Methods for Structured Markov Chains (Numerical Mathematics and Scientific Computation)

Bini, D. A., et al.

ISBN 10: 0198527683 / ISBN 13: 9780198527688

Published by Oxford University Press, 2005

About this Item

This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780198527688.

Seller Inventory # 9935085

Bibliographic Details

• Title: Numerical Methods for Structured Markov Chains (Numerical Mathematics and Scientific Computation)
• Publisher: Oxford University Press
• Publication Date: 2005
• Language: English
• ISBN 10: 0198527683
• ISBN 13: 9780198527688
• Binding: Hardcover
• Condition: Good
• Weight: 850 grams
• Seller catalogs:
  • Mathematics

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. 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 of solving matrix equations can computing canonical factorizations. Part 2 deals with the description and analysis of structure Markov chains and includes M/G/1, quasi-birth0death processes, non-skip-free queries 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.

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