Matrix-analytic Methods

Theory And Applications - Proceedings Of The Fourth International Conference

By: Guy Latouche (Editor), Peter Taylor (Editor)

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Hardcover | 14 June 2002

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432 Pages

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22.86 x 15.24 x 2.54

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Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used in the modelling and performance analysis of computer systems, telecommunication networks, network protocols and many other stochastic systems of current commercial and engineering interest. This volume deals with: various aspects of the theory of block-structured Markov chains; analysis of complex queuing models; and parameter estimation and specific applications to such areas as cellular mobile systems, FS-ALOHA, the Internet and production systems.

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Non-Fiction Mathematics Applied Mathematics Stochastics Algebra Mathematical Modelling Science Science in General Maths for Scientists Engineering & Technology Technology in General Maths for Engineers

Probability & Statistics Energy Technology & Engineering Electrical Engineering Booktopia Publisher Services World Scientific Publishing

Preface
Author Index
Organisers
Reviewers
Sponsors
A New Algorithm for Computing the Rate Matrix of GI/M/1 Type Markov Chains	p. 1
Decay Rates of Discrete Phase-Type Distributions with Infinitely-Many Phases	p. 17
Distributions of Reward Functions on Continuous-Time Markov Chains	p. 39
A Batch Markovian Queue with a Variable Number of Servers and Group Services	p. 63
Further Results on the Similarity Between Fluid Queues and QBDs	p. 89
Penalised Maximum Likelihood Estimation of the Parameters in a Coxian Phase-Type Distribution	p. 107
MAP/PH/1 Queues with Level-Dependent Feedback and Their Departure Processes	p. 115
A Matrix Analytic Model for Machine Maintenance	p. 133
A Linear Program Approach to Ergodicity of M/G/1 Type Markov Chains with a Tree Structure	p. 147
Matrix Geometric Solution of Fluid Stochastic Petri Nets	p. 163
A Markovian Point Process Exhibiting Multifractal Behavior and Its Application to Traffic Modeling	p. 183
Convergence of the Ratio "Variance Over Mean" in the IPhP[superscript 3]	p. 209
Application of the Factorization Property to the Analysis of Production Systems with a Non-Renewal Input, Bilevel Threshold Control, Setup Time and Maintenance	p. 219
A Constructive Method for Finding [beta]-Invariant Measures for Transition Matrices of M/G/1 Type	p. 237
A Paradigm of Markov Additive Processes for Queues and Their Networks	p. 265
Spectral Methods for a Tree Structure MAP	p. 291
Sojourn and Passage Times in Markov Chains	p. 311
Matrix-Analytic Analysis of a MAP/PH/1 Queue Fitted to Web Server Data	p. 333
Analysis of Parallel-Server Queues under Spacesharing and Timesharing Disciplines	p. 357
Robustness of FS-ALOHA	p. 381
Accurate Estimate of Spectral Radii of Rate Matrices of GI/M/1 Type Markov Chains	p. 403
Table of Contents provided by Blackwell. All Rights Reserved.

Matrix-analytic Methods

Theory And Applications - Proceedings Of The Fourth International Conference

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Hardcover

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