Analytic Methods In Applied Probability

Author : Yu. M. Suhov
Publisher : American Mathematical Soc.
Page : 228 pages
File Size : 44,8 Mb
Release : 2002
Category : Mathematics
ISBN : 0821833065

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Analytic Methods in Applied Probability by Yu. M. Suhov Pdf

This volume is dedicated to F. I. Karpelevich, an outstanding Russian mathematician who made important contributions to applied probability theory. The book contains original papers focusing on several areas of applied probability and its uses in modern industrial processes, telecommunications, computing, mathematical economics, and finance. It opens with a review of Karpelevich's contributions to applied probability theory and includes a bibliography of his works. Other articles discuss queueing network theory, in particular, in heavy traffic approximation (fluid models). The book is suitable for graduate students, theoretical and applied probabilists, computer scientists, and engineers.

Author : G. Latouche,V. Ramaswami
Publisher : SIAM
Page : 331 pages
File Size : 54,5 Mb
Release : 1999-01-01
Category : Mathematics
ISBN : 9780898714258

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Introduction to Matrix Analytic Methods in Stochastic Modeling by G. Latouche,V. Ramaswami Pdf

Presents the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner.

Author : G. Latouche,V. Ramaswami
Publisher : SIAM
Page : 348 pages
File Size : 50,5 Mb
Release : 1999-01-01
Category : Mathematics
ISBN : 0898719739

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Introduction to Matrix Analytic Methods in Stochastic Modeling by G. Latouche,V. Ramaswami Pdf

Matrix analytic methods are popular as modeling tools because they give one the ability to construct and analyze a wide class of queuing models in a unified and algorithmically tractable way. The authors present the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner. In the current literature, a mixed bag of techniques is used-some probabilistic, some from linear algebra, and some from transform methods. Here, many new proofs that emphasize the unity of the matrix analytic approach are included.

Author : Dugue,E. Lukacs,V. K. Rohatgi
Publisher : Unknown
Page : 200 pages
File Size : 50,6 Mb
Release : 2014-01-15
Category : Electronic
ISBN : 3662135132

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Analytical Methods in Probability Theory by Dugue,E. Lukacs,V. K. Rohatgi Pdf

Author : Vladimir V. Rykov,Nozer D. Singpurwalla,Andrey M. Zubkov
Publisher : Springer
Page : 540 pages
File Size : 49,5 Mb
Release : 2017-12-21
Category : Computers
ISBN : 9783319715049

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Analytical and Computational Methods in Probability Theory by Vladimir V. Rykov,Nozer D. Singpurwalla,Andrey M. Zubkov Pdf

This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presented were carefully reviewed and selected from 173 submissions. The conference program consisted of four main themes associated with significant contributions made by A.D.Soloviev. These are: Analytical methods in probability theory, Computational methods in probability theory, Asymptotical methods in probability theory, the history of mathematics.

Author : Daniel Dugué
Publisher : Unknown
Page : 183 pages
File Size : 49,8 Mb
Release : 1980
Category : Electronic
ISBN : OCLC:640533376

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Analytical Methods in probability theory by Daniel Dugué Pdf

Author : Qi-Ming He
Publisher : Springer Science & Business Media
Page : 349 pages
File Size : 40,5 Mb
Release : 2013-08-13
Category : Computers
ISBN : 9781461473305

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Fundamentals of Matrix-Analytic Methods by Qi-Ming He Pdf

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.

Author : Daniel Dugue,E. Lukacs,V. K. Rohatgi
Publisher : Springer
Page : 197 pages
File Size : 47,8 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540367857

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Analytical Methods in Probability Theory by Daniel Dugue,E. Lukacs,V. K. Rohatgi Pdf

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 51,5 Mb
Release : 2024-06-02
Category : Electronic
ISBN : 9789814488242

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Matrix-Analytic Methods by Anonim Pdf

Author : Guy Latouche,Peter Taylor
Publisher : World Scientific
Page : 440 pages
File Size : 42,8 Mb
Release : 2002
Category : Fiction
ISBN : 9812777164

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Matrix-analytic Methods by Guy Latouche,Peter Taylor Pdf

Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used in the modelling and performance analysis of computer systems, telecommunication networks, network protocols and many other stochastic systems of current commercial and engineering interest.This volume deals with: (1) various aspects of the theory of block-structured Markov chains; (2) analysis of complex queueing models; and (3) parameter estimation and specific applications to such areas as cellular mobile systems, FS-ALOHA, the Internet and production systems.

Author : S. Chakravarthy,Attahiru S. Alfa
Publisher : CRC Press
Page : 396 pages
File Size : 53,7 Mb
Release : 2016-04-19
Category : Mathematics
ISBN : 9781482292176

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Matrix-Analytic Methods in Stochastic Models by S. Chakravarthy,Attahiru S. Alfa Pdf

Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union.

Author : Srinivas R. Chakravarthy
Publisher : John Wiley & Sons
Page : 372 pages
File Size : 40,8 Mb
Release : 2022-08-19
Category : Mathematics
ISBN : 9781394165414

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Introduction to Matrix Analytic Methods in Queues 1 by Srinivas R. Chakravarthy Pdf

Matrix-analytic methods (MAM) were introduced by Professor Marcel Neuts and have been applied to a variety of stochastic models since. In order to provide a clear and deep understanding of MAM while showing their power, this book presents MAM concepts and explains the results using a number of worked-out examples. This book’s approach will inform and kindle the interest of researchers attracted to this fertile field. To allow readers to practice and gain experience in the algorithmic and computational procedures of MAM, Introduction to Matrix Analytic Methods in Queues 1 provides a number of computational exercises. It also incorporates simulation as another tool for studying complex stochastic models, especially when the state space of the underlying stochastic models under analytic study grows exponentially. The book’s detailed approach will make it more accessible for readers interested in learning about MAM in stochastic models.

Author : Guy Latouche,Vaidyanathan Ramaswami,Jay Sethuraman,Karl Sigman,Mark S. Squillante,David Yao
Publisher : Springer Science & Business Media
Page : 265 pages
File Size : 51,9 Mb
Release : 2012-12-04
Category : Mathematics
ISBN : 9781461449096

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Matrix-Analytic Methods in Stochastic Models by Guy Latouche,Vaidyanathan Ramaswami,Jay Sethuraman,Karl Sigman,Mark S. Squillante,David Yao Pdf

Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.

Author : Srinivas R. Chakravarthy
Publisher : John Wiley & Sons
Page : 453 pages
File Size : 46,9 Mb
Release : 2022-10-18
Category : Mathematics
ISBN : 9781786308238

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Introduction to Matrix-Analytic Methods in Queues 2 by Srinivas R. Chakravarthy Pdf

Matrix-analytic methods (MAM) were introduced by Professor Marcel Neuts and have been applied to a variety of stochastic models since. In order to provide a clear and deep understanding of MAM while showing their power, this book presents MAM concepts and explains the results using a number of worked-out examples. This book's approach will inform and kindle the interest of researchers attracted to this fertile field. To allow readers to practice and gain experience in the algorithmic and computational procedures of MAM, Introduction to Matrix-Analytic Methods in Queues 2 provides a number of computational exercises. It also incorporates simulation as another tool for studying complex stochastic models, especially when the state space of the underlying stochastic models under analytic study grows exponentially. This book's detailed approach will make it more accessible for readers interested in learning about MAM in stochastic models.

Author : Mogens Bladt,Bo Friis Nielsen
Publisher : Springer
Page : 736 pages
File Size : 46,5 Mb
Release : 2017-05-18
Category : Mathematics
ISBN : 9781493970490

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Matrix-Exponential Distributions in Applied Probability by Mogens Bladt,Bo Friis Nielsen Pdf

This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas. The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data. Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications.