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Introduction to Matrix Analytic Methods in Stochastic Modeling

Download or Read eBook Introduction to Matrix Analytic Methods in Stochastic Modeling PDF written by G. Latouche and published by SIAM. This book was released on 1999-01-01 with total page 348 pages. Available in PDF, EPUB and Kindle.
Introduction to Matrix Analytic Methods in Stochastic Modeling
Author :
Publisher : SIAM
Total Pages : 348
Release :
ISBN-10 : 0898719739
ISBN-13 : 9780898719734
Rating : 4/5 (39 Downloads)

Book Synopsis Introduction to Matrix Analytic Methods in Stochastic Modeling by : G. Latouche

Book excerpt: 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.


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