Książka Analyzing Markov Chains using Kronecker Products Tugrul Dayar

Analyzing Markov Chains using Kronecker Products

Theory and Applications

Autor: Tugrul Dayar
Język: Angielski
Oprawa: Miękka
Wydawca: Springer, Berlin
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
213.09
Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalism...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2012
strony
86
EAN
9781461441892
ISBN
1461441897
Enbook ID
01427955
Waga
151
Wymiary
156 x 235 x 5

Pełny opis

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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