Matrix-Analytic Methods in Stochastic Models / Edition 1

by S. Chakravarthy, Attahiru S. Alfa

Overview

Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union.

Product Details

ISBN-13:	9781138426269
Publisher:	Taylor & Francis
Publication date:	07/27/2017
Series:	Lecture Notes in Pure and Applied Mathematics
Pages:	396
Product dimensions:	7.00(w) x 10.00(h) x (d)

About the Author

S. Chakravarthy, Attahiru S. Alfa

Table of Contents

The Marcovian arrival process: some future directions; an algorithm for the P(n,t) matrices of a continuous BMAP; a pre-emptive priority Queue with non-renewal inputs; analysis of a multiserver delay-loss system with a general Markovian arrival process; analysis of a finite capacity multi-server Queue with non-preemptive priorities and non-renewal input; matrix-multiplicative approach to quasi-birth-and-death processes; a level crossing analysis in the MAP/G/1 Queue; performance analysis and optimal threshold policies for Queueing systems with several heterogeneous servers and Markov modulated arrivals; phase type distributions and related point processes; fitting and recent advances; parameter approximation for phase type distributions; SPH-distributions and the rectangle-iterative algorithm; execution time on unreliable server with latent breakdowns; asymptotic analysis of switching Queueing systems in conditions of small and heavy loading; matrix analytic methods: a tutorial overview with some extensions and new results; matrix-analytic methods for Markov chains on a tree structure; renewal theory and Queueing algorithms for matrix-exponential distributions; determination of explicit solutions to a general class of Markov processes; equilibrium distributions for level-dependent quasi-birth-and-death processes.

Editorial Reviews

Presents matrix-analytic methods (MAM) through tutorial articles and application papers, including previously unavailable studies from the former Soviet Union. Subjects include the Markovian arrival process, level crossing analyses, and applications in areas such as priority queues, Markov chains on a tree structure, and parameter approximation. Useful for professionals and graduate students in applied mathematics, probability, performance analysis, statistics, industrial engineering, and operations research. Based on the proceedings of the first International Conference on Matrix-Analytic Methods in Stochastic Models, held in Flint, Michigan. No index. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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