Fundamentals of Matrix-Analytic Methods

Authors: He, Qi-Ming

  • Presents basic techniques in Matrix-Analytic Methods important to stochastic modeling, including conditional probabilities on the phase of Markov chains, the use of nonnegative matrices and M-matrices
  • Provides a detailed analysis of some queuing, inventory, and supply chain models
  • Includes examples and exercises
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eBook $59.99
price for USA (gross)
  • ISBN 978-1-4614-7330-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $79.99
price for USA
  • ISBN 978-1-4614-7329-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this Textbook

Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions.

New materials and techniques are presented for the first time in research and engineering design. This book emphasizes stochastic modeling by offering probabilistic interpretation and constructive proofs for Matrix-Analytic Methods. Such an approach is especially useful for engineering analysis and design. Exercises and examples are provided throughout the book.

Reviews

From the book reviews:

“This book is a graduate textbook on matrix-analytic methods. It contains many examples and exercises and should be easily accessible to graduate students. … it serves well not only as an introduction to matrix-analytic methods but also to prepare research students for dealing with open problems.” (Lothar Breuer, Mathematical Reviews, June, 2014)

“The book under review is conceived to cover three fundamental aspects of matrix-analytic methods and two of their important application areas. … The book contains a large number of exercises, some of them being given for readers to review basic calculus, linear algebra, probability theory and matrix theory. … I consider this book as a useful and instructive source for those who are interested in topics related to matrix-analytic methods.” (Gabriel V. Orman, zbMATH, Vol. 1278, 2014)

Table of contents (5 chapters)

  • From the Exponential Distribution to Phase-Type Distributions

    He, Qi-Ming

    Pages 1-83

  • From the Poisson Process to Markovian Arrival Processes

    He, Qi-Ming

    Pages 85-154

  • From the Birth-and-Death Process to Structured Markov Chains

    He, Qi-Ming

    Pages 155-234

  • Applications in Queueing Theory

    He, Qi-Ming

    Pages 235-305

  • Applications in Inventory and Supply Chain Management

    He, Qi-Ming

    Pages 307-349

Buy this book

eBook $59.99
price for USA (gross)
  • ISBN 978-1-4614-7330-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $79.99
price for USA
  • ISBN 978-1-4614-7329-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Fundamentals of Matrix-Analytic Methods
Authors
Copyright
2014
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
Distribution Rights
Distribution rights In India: Ane Books India, New Delhi, India
eBook ISBN
978-1-4614-7330-5
DOI
10.1007/978-1-4614-7330-5
Hardcover ISBN
978-1-4614-7329-9
Edition Number
1
Number of Pages
XV, 349
Topics