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Download e-book for kindle: Analyzing Markov Chains using Kronecker Products: Theory and by Tugrul Dayar

By Tugrul Dayar

Kronecker items are used to outline the underlying Markov chain (MC) in a number of modeling formalisms, together with compositional Markovian versions, hierarchical Markovian types, and stochastic technique algebras. the incentive in the back of utilizing a Kronecker established illustration instead of a flat one is to relieve the garage specifications linked to the MC. With this technique, platforms which are an order of importance higher should be analyzed at the related platform. The advancements within the answer of such MCs are reviewed from an algebraic viewpoint and attainable parts for extra examine 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 tools. Case reports from closed queueing networks and stochastic chemical kinetics are supplied to inspire decompositional and matrix analytic tools, respectively.

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Analyzing Markov Chains using Kronecker Products: Theory and Applications (SpringerBriefs in Mathematics) by Tugrul Dayar


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