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Matrix-Analytic Methods in Stochastic Models

Springer Proceedings in Mathematics & Statistics 27

Erschienen am 05.12.2012, 1. Auflage 2012
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Bibliografische Daten
ISBN/EAN: 9781461449089
Sprache: Englisch
Umfang: xiv, 258 S.
Einband: gebundenes Buch

Beschreibung

InhaltsangabeFactorization properties for a MAP-modulated fluid flow model under server vacation policies.- A compressed cyclic reduction for QBDs with low rank upper and lower transitions.- Bilateral matrix-exponential distribution.- AutoCAT: Automated Product-Form Solution of Stochastic Models.- Markovian trees subject to catastrophes: Would they survive forever?.- Majorization and Extremal PH-Distributions.- Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes.- Revisit to the tail asymptotics of the double QBD process: Refinement and complete solutions for the coordinate and diagonal directions.- Two-dimensional fluid queues with temporary assistance.- A Fluid Introduction To Brownian Motion & Stochastic Integration.- The impact of dampening demand variability in a production/inventory system with multiple retailers.

Autorenportrait

Guy Latouche, Université Libre de Bruxelles, Belgium Vaidyanathan Ramaswami, AT&T Labs Research, USAJay Sethuraman, Columbia University, USAKarl Sigman, Columbia University, USA Mark S. Squillante, IBM Thomas J. Watson Research Center, USADavid D. Yao, Columbia University, USA