Analyzing Markov Chains using Kronecker Products

Theory and Applications de

Éditeur :

Springer


Collection :

SpringerBriefs in Mathematics

Paru le : 2012-07-25

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Description
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.
Pages
86 pages
Collection
SpringerBriefs in Mathematics
Parution
2012-07-25
Marque
Springer
EAN papier
9781461441892
EAN EPUB
9781461441908

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
8
Taille du fichier
6431 Ko
Prix
52,74 €