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Latouche, Guy

Matrix-Analytic Methods in Stochastic Models

Latouche, Guy - Matrix-Analytic Methods in Stochastic Models, ebook

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ISBN: 9781461449096
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Table of contents

1. Factorization Properties for a MAP-Modulated Fluid Flow Model Under Server Vacation Policies
Jung Woo Baek, Ho Woo Lee, Se Won Lee, Soohan Ahn

2. A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions
Dario A. Bini, Paola Favati, Beatrice Meini

3. Bilateral Matrix-Exponential Distributions
Mogens Bladt, Luz Judith R. Esparza, Bo Friis Nielsen

4. AutoCAT: Automated Product-Form Solution of Stochastic Models
Giuliano Casale, Peter G. Harrison

5. Markovian Trees Subject to Catastrophes: Would They Survive Forever?
Sophie Hautphenne, Guy Latouche, Giang T. Nguyen

6. Majorization and Extremal PH Distributions
Qi-Ming He, Hanqin Zhang, Juan C. Vera

7. Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes
Gábor Horváth, Miklós Telek

8. Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions
Masahiro Kobayashi, Masakiyo Miyazawa

9. Two-Dimensional Fluid Queues with Temporary Assistance
Guy Latouche, Giang T. Nguyen, Zbigniew Palmowski

10. A Fluid Introduction to Brownian Motion and Stochastic Integration
Vaidyanathan Ramaswami

11. Impact of Dampening Demand Variability in a Production/Inventory System with Multiple Retailers
B. Houdt, J. F. Pérez

Keywords: Mathematics, Probability Theory and Stochastic Processes, Numerical Analysis, Operations Research, Management Science

Author(s)
 
 
 
 
 
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
Springer Proceedings in Mathematics & Statistics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9781461449096

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