Matrix-Analytic Methods in Stochastic Models, 2013 Springer Proceedings in Mathematics & Statistics Series, Vol. 27
Coordonnateurs : Latouche Guy, Ramaswami Vaidyanathan, Sethuraman Jay, Sigman Karl, Squillante Mark S., Yao David
Factorization properties for a MAP-modulated fluid flow model under server vacation policies.- A compressed cyclic reduction for QBDs with low rank upper and lower transitions.- Bilateral matrix-exponential distribution.- AutoCAT: Automated Product-Form Solution of Stochastic Models.- Markovian trees subject to catastrophes: Would they survive forever?.- Majorization and Extremal PH-Distributions.- Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes.- Revisit to the tail asymptotics of the double QBD process: Refinement and complete solutions for the coordinate and diagonal directions.- Two-dimensional fluid queues with temporary assistance.- A Fluid Introduction To Brownian Motion & Stochastic Integration.- The impact of dampening demand variability in a production/inventory system with multiple retailers.
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
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
Includes supplementary material: sn.pub/extras
Date de parution : 01-2015
Ouvrage de 258 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 105,49 €
Ajouter au panierDate de parution : 12-2012
Ouvrage de 258 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 105,49 €
Ajouter au panier