Analyzing Markov Chains using Kronecker Products

Name: Analyzing Markov Chains using Kronecker Products
Brand: Springer, Berlin
SKU: 9781461441892
Price: 50.18 EUR
Availability: InStock

Theory and Applications

Autor: Tugrul Dayar

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer, Berlin

Dostupnosť: Skladom u dodávateľa

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Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalism...

Informácie o knihe

Autor

Tugrul Dayar

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2012

Stránok

EAN

9781461441892

ISBN

1461441897

Enbook ID

01427955

Vydavateľ

Springer, Berlin

Hmotnosť

151

Rozmery

156 x 235 x 5

Kompletný 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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Analyzing Markov Chains using Kronecker Products

Theory and Applications

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