Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach - Couverture souple

Neuts, Marcel F.

 
9780486683423: Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach
Couverture souple
ISBN 10 : 0486683427 ISBN 13 : 9780486683423
Editeur : Dover Publications Inc., 1995

Synopsis

Topics include matrix-geometric invariant vectors, buffer models, queues in a random environment and more.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de la quatrième de couverture

Based on a series of lectures the author gave at The Johns Hopkins University, this graduate-level treatment contains a variety of results on queues and stochastic models with the unifying feature of ready algorithmic implementation. The material comes under the broader heading of computational probability, defined as the study of stochastic models with concern for algorithmic feasibility over a wide, realistic range of parameter values.

Chapter I contains a systematic discussion of the general properties of a class of Markov chains and processes that in the positive recurrent case have a matrix-geometric invariant probability vector. Chapter 2 is a self-contained treatment of the properties of phase type distributions, while Chapter 3 deals with the case of block-tridiagonal transition probability matrices. Chapter 4 treats the GI/PH/1 queue and several of its variants and generalizations, including a lengthy discussion of semi-Markovian arrival processes and their applications. Chapters 5 and 6 deal with an eclectic variety of models suggested by diverse applications. To keep the volume reasonably concise, the author has limited discussion to one class of structured Markov chains, and to a broad selection of its applications. This will be a valuable text for anyone involved in probability, numerical computation or computer modelling.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Dover Publications Inc.
Date d'édition
1995
Langue
anglais
ISBN 10 
0486683427
ISBN 13 
9780486683423
Reliure
Broché
Nombre de pages
332
Coordonnées du fabricant
non disponible
Personne responsable
Soc. Agr. La Raia Ss
http://www.la-raia.it

Strada Monterotondo, 79
Novi Ligure
15067
Italie

Autres éditions populaires du même titre

9780801825606: Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach

Edition présentée

ISBN 10 :  0801825601 ISBN 13 :  9780801825606
Editeur : Johns Hopkins University Press, 1981
Couverture rigide