Matrix-Analytic Methods in Stochastic Models

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

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