Matrix-Analytic Methods in Stochastic Models

• Corporate Author: SpringerLink (Online service)
• Other Authors: Latouche, Guy. (Editor), Ramaswami, Vaidyanathan. (Editor), Sethuraman, Jay. (Editor), Sigman, Karl. (Editor), Squillante, Mark S. (Editor), Yao, David. (Editor)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Series: Springer Proceedings in Mathematics & Statistics, 27
• Subjects: Mathematics.; Numerical analysis.; Distribution (Probability theory).; Probability Theory and Stochastic Processes.; Numerical Analysis.; Operations Research, Management Science.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-4909-6

Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. �Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrin...

Table of Contents:

• Factorization properties for a MAP-modulated fluid flow model under server vacation policies
• A compressed cyclic reduction for QBDs with low rank upper and lower transitions
• Bilateral matrix-exponential distribution
• AutoCAT: Automated Product-Form Solution of Stochastic Models
• Markovian trees subject to catastrophes: Would they survive forever?
• Majorization and Extremal PH-Distributions
• Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes
• Revisit to the tail asymptotics of the double QBD process: Refinement and complete solutions for the coordinate and diagonal directions
• Two-dimensional fluid queues with temporary assistance
• A Fluid Introduction To Brownian Motion & Stochastic Integration
• The impact of dampening demand variability in a production/inventory system with multiple retailers.