Skip to main content
SpringerLink
Log in
Book cover

Matrix-Analytic Methods in Stochastic Models

  • Conference proceedings
  • © 2013

Overview

Editors:
  1. Guy Latouche

    1. , Faculté des Sciences, Univ. Libre de Bruxelles, Bruxelles, Belgium

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Vaidyanathan Ramaswami

    1. At&T Labs Research, Florham Park, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Jay Sethuraman

    1. , IEOR, Columbia University, New York City, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  4. Karl Sigman

    1. , Dept of Industrial Engineering and OR, Columbia University, New York, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  5. Mark S. Squillante

    1. IBM Thomas J. Watson Research Center, Yorktown Heights, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  6. David Yao

    1. , IEOR, Columbia University, New York City, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  • The only forum on the theoretical, algorithmic and methodological aspects of matrix-analytic and related methods in stochastic models, and their application across various fields
  • This area of mathematics and its applications have grown and advanced tremendously over the past few years from the previous original and early developments in the area
  • Presents the latest advances in this very important area of mathematics, as well as the latest advances in the applications of this area of mathematics across a broad spectrum of fields
  • Includes supplementary material: sn.pub/extras

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 27)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (11 papers)

  1. Front Matter

    Pages i-xiv
    Download chapter PDF

  2. Factorization Properties for a MAP-Modulated Fluid Flow Model Under Server Vacation Policies

    • Jung Woo Baek, Ho Woo Lee, Se Won Lee, Soohan Ahn
    Pages 1-24

  3. A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions

    • Dario A. Bini, Paola Favati, Beatrice Meini
    Pages 25-40

  4. Bilateral Matrix-Exponential Distributions

    • Mogens Bladt, Luz Judith R. Esparza, Bo Friis Nielsen
    Pages 41-56

  5. AutoCAT: Automated Product-Form Solution of Stochastic Models

    • Giuliano Casale, Peter G. Harrison
    Pages 57-85

  6. Markovian Trees Subject to Catastrophes: Would They Survive Forever?

    • Sophie Hautphenne, Guy Latouche, Giang T. Nguyen
    Pages 87-106

  7. Majorization and Extremal PH Distributions

    • Qi-Ming He, Hanqin Zhang, Juan C. Vera
    Pages 107-121

  8. Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes

    • Gábor Horváth, Miklós Telek
    Pages 123-143

  9. Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions

    • Masahiro Kobayashi, Masakiyo Miyazawa
    Pages 145-185

  10. Two-Dimensional Fluid Queues with Temporary Assistance

    • Guy Latouche, Giang T. Nguyen, Zbigniew Palmowski
    Pages 187-207

  11. A Fluid Introduction to Brownian Motion and Stochastic Integration

    • Vaidyanathan Ramaswami
    Pages 209-225

  12. Impact of Dampening Demand Variability in a Production/Inventory System with Multiple Retailers

    • B. Van Houdt, J. F. Pérez
    Pages 227-250

  13. Back Matter

    Pages 251-256
    Download chapter PDF
Back to top

Keywords

About this book

Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.

Editors and Affiliations

  • , Faculté des Sciences, Univ. Libre de Bruxelles, Bruxelles, Belgium

    Guy Latouche

  • At&T Labs Research, Florham Park, USA

    Vaidyanathan Ramaswami

  • , IEOR, Columbia University, New York City, USA

    Jay Sethuraman, David Yao

  • , Dept of Industrial Engineering and OR, Columbia University, New York, USA

    Karl Sigman

  • IBM Thomas J. Watson Research Center, Yorktown Heights, USA

    Mark S. Squillante

About the editors

Guy Latouche, Université Libre de Bruxelles, Belgium
Vaidyanathan Ramaswami , AT&T Labs Research, USA

Jay Sethuraman, Columbia University, USA

Karl Sigman, Columbia University, USA
Mark S. Squillante, IBM Thomas J. Watson Research Center, USA

David D. Yao, Columbia University, USA

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation