Numerical Solution of Markov Chains

Front Cover
William J. Stewart
CRC Press, May 23, 1991 - Mathematics - 728 pages
0 Reviews
Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stationary distributions, including aggregation/disagg
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

A TwentyFive Year
1
STEVEN BERSON Computer Science Department University of Califor
11
Markov Chain Analyzer A Software Package
37
A Survey of AggregationDisaggregation in Large Markov
63
An Exact AggregationDisaggregation Algorithm
89
On the Sensitivity of Nearly Uncoupled Markov Chains
105
Sensitivity Analysis Ergodicity Coefficients and RankOne
121
Iterative Methods for Determining Derivatives of Stationary
131
A Splitting Technique for Markov Chain Transient Solution
373
First Passage Times in Nearly Decomposable Markov Chains
401
Evaluating Bounds on SteadyState Availability of Repairable
435
Projection Methods for the Numerical Solution of Markov
455
The Biconjugate Gradient Method for Obtaining the Steady
473
Computing the Stationary Distribution Vector of an Irreducible
491
A Numerical
511
The Most Likely Steady State for Large Numbers of Stochastic
529

The Joint Distribution of Arrivals and Departures
147
Queuing Systems Having PhaseDependent Arrival
161
A Generalized Recursive Technique for Finite Markov
203
Some Markov Chain Problems in the Evaluation
239
A Stochastic Model for a Computer Communication Network
261
Numerical Comparison of the Replacement Process
287
Analysis of a Loss System with Mutual Overflow in a Markovian
303
Computing Conditional Distributions of Queuing Network
329
Finding Transient Solutions in Markovian Event Systems
357
Combinatorial Optimization Markov Chains and Stochastic
543
Solution of Large GSPN Models
565
On Bounds for Token Probabilities in a Class of Generalized
597
The Importance of Bias Terms for Error Bounds
617
Numerical Solution of Markov Reward Models Using Laguerre
645
Experimental Results on MatrixAnalytical Solution
659
Software to Formulate and Solve Markov Chains
675
A Software Package for Queuing Models
691
Copyright

Common terms and phrases

References to this book

All Book Search results »

Bibliographic information