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Numerical Methods for Structured Markov Chains by Dario A. Bini, Guy Latouche, Beatrice Meini

Numerical Methods for Structured Markov Chains

by Dario A. Bini , Guy Latouche , Beatrice Meini
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Book cover type: Hardcover
  • ISBN13: 9780198527688
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: OUP Oxford
  • Publisher Imprint: OUP Oxford
  • Publication Date:
  • Pages: 340
  • Original Price: GBP 93.0
  • Language: English
  • Edition: N/A
  • Item Weight: 654 grams
  • BISAC Subject(s): Probability & Statistics / Multivariate Analysis

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.

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

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