Fundamentals of Matrix-Analytic Methods electronic resource by Qi-Ming He.
Material type: TextPublication details: New York, NY : Springer New York : Imprint: Springer, 2014Description: XV, 349 p. 52 illus. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9781461473305Subject(s): Computer Science | Distribution (Probability theory) | Engineering mathematics | Operations research | Computer Science | Mathematics of Computing | Appl.Mathematics/Computational Methods of Engineering | Operations Research, Management Science | Probability Theory and Stochastic Processes | Operation Research/Decision Theory | Mathematical Modeling and Industrial MathematicsDDC classification: 004.0151 LOC classification: QA76.9.M35Online resources: Click here to access onlineFrom Exponential Distribution to Phase-Type Distribution -- From Poisson Process to Markovian Arrival Process -- From Birth-and-Death Process to Structured Markov Chain -- Applications in Queueing Theory -- Applications in Inventory and Supply Chain Management.
Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions. New materials and techniques are presented for the first time in research and engineering design. This book emphasizes stochastic modeling by offering probabilistic interpretation and constructive proofs for Matrix-Analytic Methods. Such an approach is especially useful for engineering analysis and design. Exercises and examples are provided throughout the book.
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