Kniha Analyzing Markov Chains using Kronecker Products Tugrul Dayar

Analyzing Markov Chains using Kronecker Products

Theory and Applications

Autor: Tugrul Dayar
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Springer, Berlin
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
1 147
Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalism...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2012
Stránek
86
EAN
9781461441892
ISBN
1461441897
Enbook ID
01427955
Vydavatel
Hmotnost
151
Rozměry
156 x 235 x 5

Kompletní popis

Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With this approach, systems that are an order of magnitude larger can be analyzed on the same platform. The developments in the solution of such MCs are reviewed from an algebraic point of view and possible areas for further research are indicated with an emphasis on preprocessing using reordering, grouping, and lumping and numerical analysis using block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic methods. Case studies from closed queueing networks and stochastic chemical kinetics are provided to motivate decompositional and matrix analytic methods, respectively.

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