Opis: Markov Chains - Bruno Sericola

This book deals with Markov chains on denumerable state spaces, with particular emphasis on birth and death processes as well as the transient analysis of several queuing systems using uniformization. This analysis leads to efficient numerical algorithms for the transient analysis of queues. The theory of denumerable Markov chains is detailed, both in discrete and continuous time. In continuous time, the authors carefully examine the explosion phenomenon and the Kolmogorov equations, and apply these results to birth and death processes. They then study in detail the uniformization technique in denumerable state spaces and use these results for the analysis of the transient state probability distribution and the busy period distribution of several queuing systems with phase-type parameters of batch Markovian arrival processes.Preface Chapter 1 -- Discrete time Markov chains Chapter 2 -- Continuous time Markov Chains Chapter 3 -- Birth-death process Chapter 4 -- Equalization Chapter 5 -- Queues Appendices Bibliography Index

Szczegóły: Markov Chains - Bruno Sericola

Tytuł: Markov Chains
Autor: Bruno Sericola
Producent: ISTE Publishing Company
ISBN: 9781848214934
Rok produkcji: 2013
Ilość stron: 416
Oprawa: Twarda
Waga: 0.87 kg

Recenzje: Markov Chains - Bruno Sericola