Introduction to Matrix Analytic Methods in Stochastic Modeling
G. LatoucheV. Ramaswami
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Introduction to Matrix Analytic Methods in Stochastic Modeling

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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. The authors begin by descr...