Buch, Englisch, 340 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 678 g
Buch, Englisch, 340 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 678 g
Reihe: Numerical Mathematics and Scientific Computation
ISBN: 978-0-19-852768-8
Verlag: OUP Oxford
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 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 families of 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 of solving 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-free queues 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.
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Mathematik | Informatik EDV | Informatik Technische Informatik Externe Speicher & Peripheriegeräte
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Technische Wissenschaften Technik Allgemein Computeranwendungen in der Technik
- Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Datenanalyse, Datenverarbeitung
- Mathematik | Informatik Mathematik Mathematische Analysis Moderne Anwendungen der Analysis
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik EDV | Informatik Angewandte Informatik Computeranwendungen in Wissenschaft & Technologie
- Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik
- Mathematik | Informatik EDV | Informatik Professionelle Anwendung Computer-Aided Design (CAD)
- Mathematik | Informatik EDV | Informatik Technische Informatik Systemverwaltung & Management
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
