Details

Kronecker Modeling and Analysis of Multidimensional Markovian Systems


Kronecker Modeling and Analysis of Multidimensional Markovian Systems


Springer Series in Operations Research and Financial Engineering

von: Tugrul Dayar

96,29 €

Verlag: Springer
Format: PDF
Veröffentl.: 21.09.2018
ISBN/EAN: 9783319971292
Sprache: englisch

Dieses eBook enthält ein Wasserzeichen.

Beschreibungen

<p></p><p>This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces. Numerical methods for steady-state and transient analysis of Kronecker-based multidimensional Markovian models are discussed in detail together with implementation issues. Case studies are provided to explain concepts and motivate use of methods.</p><p> </p>Having grown out of research from the past twenty years, this book expands upon the author’s previously published book <i>Analyzing Markov Chains using Kronecker Products </i>(Springer, 2012). The subject matter is interdisciplinary and at the intersection of applied mathematics and computer science. The book will be of use to researchers and graduate students with an understanding of basic linear algebra, probability, and discrete mathematics.<b></b><p></p><p></p>
Introduction.- Modeling with Kronecker Products.- Avoiding Unreachable States.- Preprocessing.- Vector-Kronecker Product Multiplication.- Steady-State Analysis.- Transient Analysis.- Conclusion.
This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces. Numerical methods for steady-state and transient analysis of Kronecker-based multidimensional Markovian models are discussed in detail together with implementation issues. Case studies are provided to explain concepts and motivate use of methods.<p>Having grown out of research from the past twenty years, this book expands upon the author’s previously published book Analyzing Markov Chains using Kronecker Products (Springer, 2012). The subject matter is interdisciplinary and at the intersection of applied mathematics and computer science. The book will be of use to researchers and graduate students with an understanding of basic linear algebra, probability, and discrete mathematics.<b></b></p>
Includes eight large case studies to help explain concepts and motivate use of methods in detail Examples provided demonstrate in an easy-to-follow manner the Kronecker structure associated with the transition matrix of the model Provides links to relevant software

Diese Produkte könnten Sie auch interessieren:

Modeling Uncertainty
Modeling Uncertainty
von: Moshe Dror, Pierre L'Ecuyer, Ferenc Szidarovszky
PDF ebook
236,81 €
Level Crossing Methods in Stochastic Models
Level Crossing Methods in Stochastic Models
von: Percy H. Brill
PDF ebook
203,29 €
Continuous Bivariate Distributions
Continuous Bivariate Distributions
von: N. Balakrishnan, Chin Diew Lai
PDF ebook
128,39 €