Numerical methods for structured Markov chains /

Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queuing theory and stochastic modeling and include M/G/1 and GI/M/1...

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Bibliographic Details
Main Authors: Bini, Dario (Author), Latouche, G. (Guy) (Author), Meini, B. (Beatrice) (Author)
Format: eBook
Language:English
Language Notes:English.
Published: Oxford ; New York : Oxford University Press, 2005.
Series:Numerical mathematics and scientific computation.
Oxford science publications.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queuing theory and stochastic modeling and include M/G/1 and GI/M/1-type Markov chain, quasi-birth-death processes, non-skip free queues and tree-like stochastic processes. Written for applied probabilists and numerical analysts, but accessible toengineers and scientists working on telecommunications and evaluation of computer systems performances, it provides a sy.
Physical Description:1 online resource (xi, 327 pages) : illustrations
Bibliography:Includes bibliographical references (pages 315-323) and index.
ISBN:9780191523649
019152364X
0198527683
9780198527688
1423758196
9781423758198