Introduction to Matrix Analytic Methods in Stochastic Modeling
Introduction to Matrix Analytic Methods in Stochastic Modeling
G. Latouche
V. Ramaswami
V. Ramaswami
January 1987
Paperback
9780898714258
$94.00
USDPaperback
Matrix analytic methods are popular as modeling tools because they give one the ability to construct and analyze a wide class of queuing models in a unified and algorithmically tractable way. The authors present the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner. In the current literature, a mixed bag of techniques is used-some probabilistic, some from linear algebra, and some from transform methods. Here, many new proofs that emphasize the unity of the matrix analytic approach are included.
Product details
January 1987Paperback
9780898714258
348 pages
250 × 180 × 20 mm
0.602kg
This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Table of Contents
- Preface
- Part I. Quasi-Birth-and-Death Processes. 1. Examples
- Part II. The Method of Phases. 2. PH Distributions
- 3. Markovian Point Processes
- Part III. The Matrix-Geometric Distribution. 4. Birth-and-Death Processes
- 5. Processes Under a Taboo
- 6. Homogeneous QBDs
- 7. Stability Condition
- Part IV. Algorithms. 8. Algorithms for the Rate Matrix
- 9. Spectral Analysis
- 10. Finite QBDs
- 11. First Passage Times
- Part V. Beyond Simple QBDs. 12. Nonhomogeneous QBDs
- 13. Processes, Skip-Free in One Direction
- 14. Tree Processes
- 15. Product Form Networks
- 16. Nondenumerable States
- Bibliography
- Index.
