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Analyzing Markov Chains using Kronecker Products : Theory and Applications, P...

Description: Analyzing Markov Chains using Kronecker Products : Theory and Applications, Paperback by Dayar, Tugrul, ISBN 1461441897, ISBN-13 9781461441892, Like New Used, Free shipping in the US Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With this approach, systems that are an order of magnitude larger can be analyzed on the same platform. The developments in the solution of such MCs are reviewed from an algebraic point of view and possible areas for further research are indicated with an emphasis on preprocessing using reordering, grouping, and lumping and numerical analysis using block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic methods. Case studies from closed queueing networks and stochastic chemical kinetics are provided to motivate decompositional and matrix analytic methods, respectively.

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Analyzing Markov Chains using Kronecker Products : Theory and Applications, P...

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Book Title: Analyzing Markov Chains using Kronecker Products : Theory and App

Number of Pages: IX, 86 Pages

Publication Name: Analyzing Markov Chains Using Kronecker Products : Theory and Applications

Language: English

Publisher: Springer New York

Item Height: 0.1 in

Publication Year: 2012

Subject: Probability & Statistics / Stochastic Processes, Numerical Analysis, Probability & Statistics / General, Computer Science, General

Type: Textbook

Item Weight: 16 Oz

Author: Tugrul Dayar

Item Length: 9.3 in

Subject Area: Mathematics, Computers

Series: Springerbriefs in Mathematics Ser.

Item Width: 6.1 in

Format: Trade Paperback

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