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Analyzing Markov Chains using Kronecker Products by Tugrul Dayar
Analyzing Markov Chains using Kronecker Products by Tugrul Dayar
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Analyzing Markov Chains using Kronecker Products

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Description

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.
Release date Australia
July 24th, 2012
Author
Audience
  • Professional & Vocational
Illustrations
3 Illustrations, black and white; IX, 86 p. 3 illus.
Pages
86
Dimensions
156x234x5
ISBN-13
9781461441892
Product ID
19862369

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