Get Analyzing Markov Chains using Kronecker Products: Theory and PDF

By Tugrul Dayar

Kronecker items are used to outline the underlying Markov chain (MC) in a variety of modeling formalisms, together with compositional Markovian versions, hierarchical Markovian types, and stochastic approach algebras. the inducement in the back of utilizing a Kronecker established illustration instead of a flat one is to relieve the garage requisites linked to the MC. With this procedure, platforms which are an order of significance higher could be analyzed at the comparable platform. The advancements within the resolution of such MCs are reviewed from an algebraic perspective and attainable components for additional learn 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 tools. Case experiences from closed queueing networks and stochastic chemical kinetics are supplied to inspire decompositional and matrix analytic tools, respectively.

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

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