Springer Proceedings in Mathematics & Statistics

Matrix-Analytic Methods in Stochastic Models

Editors: Latouche, G., Ramaswami, V., Sethuraman, J., Sigman, K., Squillante, M.S., Yao, D. (Eds.)

  • The only forum on the theoretical, algorithmic and methodological aspects of matrix-analytic and related methods in stochastic models, and their application across various fields
  •  This area of mathematics and its applications have grown and advanced tremendously over the past few years from the previous original and early developments in the area
  • Presents the latest advances in this very important area of mathematics, as well as the latest advances in the applications of this area of mathematics across a broad spectrum of fields
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About this book

Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.

About the authors

Guy Latouche, Université Libre de Bruxelles, Belgium
Vaidyanathan Ramaswami , AT&T Labs Research, USA

Jay Sethuraman, Columbia University, USA

Karl Sigman, Columbia University, USA
Mark S. Squillante, IBM Thomas J. Watson Research Center, USA

David D. Yao, Columbia University, USA

Table of contents (11 chapters)

  • Factorization Properties for a MAP-Modulated Fluid Flow Model Under Server Vacation Policies

    Baek, Jung Woo (et al.)

    Pages 1-24

  • A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions

    Bini, Dario A. (et al.)

    Pages 25-40

  • Bilateral Matrix-Exponential Distributions

    Bladt, Mogens (et al.)

    Pages 41-56

  • AutoCAT: Automated Product-Form Solution of Stochastic Models

    Casale, Giuliano (et al.)

    Pages 57-85

  • Markovian Trees Subject to Catastrophes: Would They Survive Forever?

    Hautphenne, Sophie (et al.)

    Pages 87-106

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-1-4614-4909-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-1-4614-4908-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-1-4899-9424-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Matrix-Analytic Methods in Stochastic Models
Editors
  • Guy Latouche
  • Vaidyanathan Ramaswami
  • Jay Sethuraman
  • Karl Sigman
  • Mark S. Squillante
  • David Yao
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
27
Copyright
2013
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4614-4909-6
DOI
10.1007/978-1-4614-4909-6
Hardcover ISBN
978-1-4614-4908-9
Softcover ISBN
978-1-4899-9424-0
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XIV, 258
Topics