Analyzing Markov Chains using Kronecker Products: Theory and - download pdf or read online

By Tugrul Dayar

ISBN-10: 1461441897

ISBN-13: 9781461441892

Kronecker items are used to outline the underlying Markov chain (MC) in a number of modeling formalisms, together with compositional Markovian versions, hierarchical Markovian types, and stochastic method algebras. the incentive at the back of utilizing a Kronecker dependent illustration instead of a flat one is to relieve the garage necessities linked to the MC. With this strategy, platforms which are an order of importance higher could be analyzed at the similar platform. The advancements within the answer of such MCs are reviewed from an algebraic perspective and attainable components for additional examine 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 equipment. Case experiences from closed queueing networks and stochastic chemical kinetics are supplied to inspire 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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