Analyzing Markov Chains using Kronecker Products: Theory and by Tugrul Dayar PDF

By Tugrul Dayar

ISBN-10: 1461441897

ISBN-13: 9781461441892

Kronecker items are used to outline the underlying Markov chain (MC) in a number of modeling formalisms, together with compositional Markovian versions, hierarchical Markovian versions, and stochastic method algebras. the inducement at the back of utilizing a Kronecker based illustration instead of a flat one is to relieve the garage specifications linked to the MC. With this procedure, platforms which are an order of value better may be analyzed at the related platform. The advancements within the answer of such MCs are reviewed from an algebraic viewpoint and attainable parts for extra learn are indicated with an emphasis on preprocessing utilizing reordering, grouping, and lumping and numerical research utilizing block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic tools. Case experiences from closed queueing networks and stochastic chemical kinetics are supplied to encourage decompositional and matrix analytic tools, respectively.

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Analyzing Markov Chains using Kronecker Products: Theory and Applications (SpringerBriefs in Mathematics) by Tugrul Dayar


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