Download or read book Kronecker Modeling and Analysis of Multidimensional Markovian Systems written by Tuğrul Dayar and published by Springer. This book was released on 2018-09-21 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces. Numerical methods for steady-state and transient analysis of Kronecker-based multidimensional Markovian models are discussed in detail together with implementation issues. Case studies are provided to explain concepts and motivate use of methods. Having grown out of research from the past twenty years, this book expands upon the author’s previously published book Analyzing Markov Chains using Kronecker Products (Springer, 2012). The subject matter is interdisciplinary and at the intersection of applied mathematics and computer science. The book will be of use to researchers and graduate students with an understanding of basic linear algebra, probability, and discrete mathematics.
Download or read book Analyzing Markov Chains using Kronecker Products written by Tugrul Dayar and published by Springer Science & Business Media. This book was released on 2012-07-25 with total page 91 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With this approach, systems that are an order of magnitude larger can be analyzed on the same platform. The developments in the solution of such MCs are reviewed from an algebraic point of view and possible areas for further research are indicated with an emphasis on preprocessing using reordering, grouping, and lumping and numerical analysis using block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic methods. Case studies from closed queueing networks and stochastic chemical kinetics are provided to motivate decompositional and matrix analytic methods, respectively.
Download or read book Information Technologies and Mathematical Modelling Queueing Theory and Applications written by Alexander Dudin and published by Springer. This book was released on 2016-08-27 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 15th International Scientific Conference on Information Technologies and Mathematical Modeling, named after A. F. Terpugov, ITMM 2016, held in Katun, Russia, in September 2016. The 33 full papers presented together with 4 short papers were carefully reviewed and selected from 96 submissions. They are devoted to new results in the queueing theory and its applications, addressing specialists in probability theory, random processes, mathematical modeling as well as engineers dealing with logical and technical design and operational management of telecommunication and computer networks.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1979-10 with total page 1118 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Markov Processes Semigroups and Generators written by Vassili N. Kolokoltsov and published by Walter de Gruyter. This book was released on 2011 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 2001 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Sensitivity Analysis Matrix Methods in Demography and Ecology written by Hal Caswell and published by Springer. This book was released on 2019-04-02 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.
Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1992 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Download or read book Performance Evaluation of Parallel and Distributed Systems written by O. J. Boxma and published by . This book was released on 1994 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Download or read book Retrial Queueing Systems written by J. R. Artalejo and published by Springer Science & Business Media. This book was released on 2008-05-07 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of auto-repeat facilities in telephone systems, as well as the use of random access protocols in computer networks, have led to growing interest in retrial queueing models. Since much of the theory of retrial queues is complex from an analytical viewpoint, with this book the authors give a comprehensive and updated text focusing on approximate techniques and algorithmic methods for solving the analytically intractable models. Retrial Queueing Systems: A Computational Approach also Presents motivating examples in telephone and computer networks. Establishes a comparative analysis of the retrial queues versus standard queues with waiting lines and queues with losses. Integrates a wide range of techniques applied to the main M/G/1 and M/M/c retrial queues, and variants with general retrial times, finite population and the discrete-time case. Surveys basic results of the matrix-analytic formalism and emphasizes the related tools employed in retrial queues. Discusses a few selected retrial queues with QBD, GI/M/1 and M/G/1 structures. Features an abundance of numerical examples, and updates the existing literature. The book is intended for an audience ranging from advanced undergraduates to researchers interested not only in queueing theory, but also in applied probability, stochastic models of the operations research, and engineering. The prerequisite is a graduate course in stochastic processes, and a positive attitude to the algorithmic probability.
Download or read book Selected Papers in Multidimensional Digital Signal Processing written by IEEE Acoustics, Speech, and Signal Processing Society. Multidimensional Signal Processing Committee and published by Institute of Electrical & Electronics Engineers(IEEE). This book was released on 1986 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamic Linear Models with R written by Giovanni Petris and published by Springer Science & Business Media. This book was released on 2009-06-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.
Download or read book Matrix geometric Solutions in Stochastic Models written by Marcel F. Neuts and published by Courier Corporation. This book was released on 1994-01-01 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics include matrix-geometric invariant vectors, buffer models, queues in a random environment and more.
Download or read book Modeling Identification and Control of Robots written by W. Khalil and published by Butterworth-Heinemann. This book was released on 2004-07-01 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by two of Europe’s leading robotics experts, this book provides the tools for a unified approach to the modelling of robotic manipulators, whatever their mechanical structure. No other publication covers the three fundamental issues of robotics: modelling, identification and control. It covers the development of various mathematical models required for the control and simulation of robots. · World class authority· Unique range of coverage not available in any other book· Provides a complete course on robotic control at an undergraduate and graduate level
Download or read book Numerical Methods for Structured Markov Chains written by Dario A. Bini and published by OUP Oxford. This book was released on 2005-02-03 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 to engineers and scientists working on telecommunications and evaluation of computer systems performances, it provides a systematic treatment of the theory and algorithms for important families of structured Markov chains and a thorough overview of the current literature. The book, consisting of nine Chapters, is presented in three parts. Part 1 covers a basic description of the fundamental concepts related to Markov chains, a systematic treatment of the structure matrix tools, including finite Toeplitz matrices, displacement operators, FFT, and the infinite block Toeplitz matrices, their relationship with matrix power series and the fundamental problems of solving matrix equations and computing canonical factorizations. Part 2 deals with the description and analysis of structure Markov chains and includes M/G/1, quasi-birth-death processes, non-skip-free queues and tree-like processes. Part 3 covers solution algorithms where new convergence and applicability results are proved. Each chapter ends with bibliographic notes for further reading, and the book ends with an appendix collecting the main general concepts and results used in the book, a list of the main annotations and algorithms used in the book, and an extensive index.
Download or read book Bayesian Nonparametrics written by Nils Lid Hjort and published by Cambridge University Press. This book was released on 2010-04-12 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian nonparametrics works - theoretically, computationally. The theory provides highly flexible models whose complexity grows appropriately with the amount of data. Computational issues, though challenging, are no longer intractable. All that is needed is an entry point: this intelligent book is the perfect guide to what can seem a forbidding landscape. Tutorial chapters by Ghosal, Lijoi and Prünster, Teh and Jordan, and Dunson advance from theory, to basic models and hierarchical modeling, to applications and implementation, particularly in computer science and biostatistics. These are complemented by companion chapters by the editors and Griffin and Quintana, providing additional models, examining computational issues, identifying future growth areas, and giving links to related topics. This coherent text gives ready access both to underlying principles and to state-of-the-art practice. Specific examples are drawn from information retrieval, NLP, machine vision, computational biology, biostatistics, and bioinformatics.
