Read e-book online Analyzing Markov Chains using Kronecker Products: Theory and PDF

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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 types, and stochastic technique algebras. the inducement at the back of utilizing a Kronecker dependent illustration instead of a flat one is to relieve the garage necessities linked to the MC. With this procedure, structures which are an order of significance better will be analyzed at the related platform. The advancements within the answer of such MCs are reviewed from an algebraic perspective 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 equipment. Case experiences from closed queueing networks and stochastic chemical kinetics are supplied to inspire decompositional and matrix analytic equipment, respectively.

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


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