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Analyzing Markov Chains using Kronecker Products Book PDF Summary

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.

Detail Book of Analyzing Markov Chains using Kronecker Products PDF

Analyzing Markov Chains using Kronecker Products
  • Author : Tugrul Dayar
  • Release : 25 July 2012
  • Publisher : Springer Science & Business Media
  • ISBN : 9781461441908
  • Genre : Mathematics
  • Total Page : 91 pages
  • Language : English
  • PDF File Size : 21,7 Mb

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Computations with Markov Chains

Computations with Markov Chains Author : William J. Stewart
Publisher : Springer Science & Business Media
File Size : 49,6 Mb
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Computations with Markov Chains presents the edited and reviewed proceedings of the Second Internati...