Analyzing Markov Chains using Kronecker Products: Theory and by Tugrul Dayar 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 types, hierarchical Markovian versions, and stochastic method algebras. the inducement at the back of utilizing a Kronecker dependent illustration instead of a flat one is to relieve the garage requisites linked to the MC. With this procedure, structures which are an order of significance better might be analyzed at the related platform. The advancements within the resolution of such MCs are reviewed from an algebraic viewpoint and attainable components for extra study 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 reviews from closed queueing networks and stochastic chemical kinetics are supplied to encourage 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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