Get Analyzing Markov Chains using Kronecker Products: Theory and PDF

By Tugrul Dayar

ISBN-10: 1461441897

ISBN-13: 9781461441892

Kronecker items are used to outline the underlying Markov chain (MC) in quite a few modeling formalisms, together with compositional Markovian types, hierarchical Markovian types, and stochastic procedure algebras. the incentive in the back of utilizing a Kronecker based illustration instead of a flat one is to relieve the garage specifications linked to the MC. With this strategy, structures which are an order of importance higher should be analyzed at the comparable platform. The advancements within the answer of such MCs are reviewed from an algebraic standpoint and attainable components for additional learn are indicated with an emphasis on preprocessing utilizing reordering, grouping, and lumping and numerical research utilizing block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic tools. Case reports from closed queueing networks and stochastic chemical kinetics are supplied to encourage decompositional and matrix analytic equipment, respectively.

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Analyzing Markov Chains using Kronecker Products: Theory and Applications (SpringerBriefs in Mathematics) by Tugrul Dayar

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