Analyzing Markov Chains using Kronecker Products: Theory and by Tugrul Dayar PDF

By Tugrul Dayar

ISBN-10: 1461441897

ISBN-13: 9781461441892

Kronecker items are used to outline the underlying Markov chain (MC) in numerous modeling formalisms, together with compositional Markovian versions, hierarchical Markovian versions, and stochastic approach algebras. the inducement at the back of utilizing a Kronecker established illustration instead of a flat one is to relieve the garage requisites linked to the MC. With this procedure, structures which are an order of importance better might be analyzed at the related platform. The advancements within the resolution of such MCs are reviewed from an algebraic viewpoint and attainable components for extra 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 tools. Case reviews from closed queueing networks and stochastic chemical kinetics are supplied to inspire decompositional and matrix analytic equipment, respectively.

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Tugrul Dayar's Analyzing Markov Chains using Kronecker Products: Theory and PDF

Kronecker items are used to outline the underlying Markov chain (MC) in a variety of modeling formalisms, together with compositional Markovian versions, hierarchical Markovian versions, and stochastic procedure algebras. the incentive in the back of utilizing a Kronecker dependent illustration instead of a flat one is to relieve the garage specifications linked to the MC.

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


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