Matrix-Analytic Methods in Stochastic Models

Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex shastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such shastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying shastic processes, and apply these probabilistic structures and/or co...