Matrix-Analytic Methods in Stochastic Models

By: S. Chakravarthy (Editor), Attahiru S. Alfa (Editor)

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Paperback | 19 September 1996 | Edition Number 1

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396 Pages

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25.4 x 17.8 x 2.06

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Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models held recently in Flint, Michigan, this timely resource presents a general working knowledge of MAM through carefully designed tutorial articles and application papers.
Written by leading international experts representing 11 countries, Matrix-Analytic Methods in Stochastic Models furnishes previously inaccessible information on MAM studies carried out in the former Soviet Union...introduces the Markovian arrival process...discusses the fitting of distributions to observed data...shows how MAM can be used in level crossing analyses...details the applications of MAM in numerous areas, including priority queues, Markov chains on a tree structure, and parameter approximation...and much more.
Containing key bibliographic citations and over 1000 display equations, Matrix-Analytic Methods in Stochastic Models is an excellent reference for applied mathematicians, probabilists, performance analysts, applied statisticians, biostatisticians, industrial engineers, operations researchers, and graduate-level students in these disciplines.

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