Numerical Solution of Markov Chains (eBook, ePUB)

Redaktion: Stewart, William J.

• Format: ePub

Produktbeschreibung

Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stationary distributions, including aggregation/disaggregation.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 728
• Erscheinungstermin: 30. Juni 2021
• Englisch
• ISBN-13: 9781000447361
• Artikelnr.: 62100184

Autorenporträt

William J. Stewart (North Carolina State University, Raleigh)

Inhaltsangabe

1. Numerical Markov Queuing Analysis: A Twenty-Five Year Odyssey 2. A
Methodology for the Specification and Generation of Markov Models 3. MARCA:
Markov Chain Analyzer, A Software Package for Markov Modeling 4. A Survey
of Aggregation-Disaggregation in Large Markov Chains 5. An Exact
Aggregation-Disaggregation Algorithm for Mandatory Set Decomposable Markov
Chains 6. On the Sensitivity of Nearly Uncoupled Markov Chains 7.
Sensitivity Analysis, Ergodicity Coefficients, and Rank-One Updates for
Finite Markov Chains 8. Iterative Methods for Determining Derivatives of
Stationary Distributions of Finite Markov Chains 9. The Joint Distribution
of Arrivals and Departures in Quasi-Birth-and-Death Processes 10. Queuing
Systems Having Phase-Dependent Arrival and Service Rates 11. A Generalized
Recursive Technique for Finite Markov Processes 12. A Theory of Statistical
Multiplexing of Markovian Sources: Spectral Expansions and Algorithms 13.
Some Markov Chain Problems in the Evaluation of Multiple-Access Protocols
14. A Stochastic Model for a Computer Communication Network Node with Phase
Type Timeout Periods 15. Numerical Comparison of the Replacement Process
Approach with the Aggregation-Disaggregation Algorithm for Row-Continuous
Markov Chains 16. Analysis of a Loss System with Mutual Overflow in a
Markovian Environment 17. Computing Conditional Distributions of Queuing
Network Matrices 18. Finding Transient Solutions in Markovian Event Systems
Through Randomization 19. A Splitting Technique for Markov Chain Transient
Solution 20. Transient Solutions of Time-Inhomogeneous Markov Reward Models
with Discontinuous Rates 21. First Passage Times in Nearly Decomposable
Markov Chains 22. Bounds for Transient Characteristics of Large or Infinite
Markov Chains 23. Evaluating Bounds on Steady-State Availability of
Repairable Systems from Markov Models 24. Projection Methods for the
Numerical Solution of Markov Chain Models 25. The Biconjugate Gradient
Method for Obtaining the SteadyState Probability Distributions of Markovian
Multiechelon Repairable Item Inventory Systems 26. Computing the Stationary
Distribution Vector of an Irreducible Markov Chain on a Shared-Memory
Multiprocessor 27. Steady-State Behavior of Interacting Queues: A Numerical
Approach 28. The Most Likely Steady State for Large Numbers of Stochastic
Traveling Salesmen 29. Combinatorial Optimization, Markov Chains, and
Stochastic Automata 30. Solution of Large GSPN Models 31. On Bounds for
Token Probabilities in a Class of Generalized Stochastic Petri Nets 32. The
Importance of Bias Terms for Error Bounds and Comparison Results