Computations with Markov Chains: Proceedings of the 2nd International Workshop on the Numerical Solution of Markov Chains [Paperback]

Computations with Markov Chains presents the edited and reviewed proceedings of the Second International Workshop on the Numerical Solution of Markov Chains, held January 16--18, 1995, in Raleigh, North Carolina. New developments of particular interest include recent work on stability and conditioning, Krylov subspace-based methods for transient solutions, quadratic convergent procedures for matrix geometric problems, further analysis of the GTH algorithm, the arrival of stochastic automata networks at the forefront of modelling stratagems, and more.
An authoritative overview of the field for applied probabilists, numerical analysts and systems modelers, including computer scientists and engineers.
1 Detecting Block GI/M/1 and Block M/G/1 Matrices from Model Specifications.- 2 On Cyclic Reduction Applied to a Class of Toeplitz-like Matrices Arising in Queueing Problems.- 3 A Markov Modulated, Nearly Completely Decomposable M/M/1 Queue.- 4 Preconditioned Krylov subspace methods for the numerical solution of Markov chains.- 5 A Parallel Block Projection Method of the Cimmino Type for Finite Markov Chains.- 6 Iterative Methods for Queueing Models with Batch Arrivals.- 7 Transient Colutions of Markov Processes by Krylov Subspaces.- 8 Exact Methods for the Transient Analysis of Nonhomogeneous Continuous Time Markov Chains.- 9 Time-Dependent behavior of Redundant Systems with Deterministic Repair.- 10 What is Fundamental for Markov Chains: First Passage Times, Fundamental Matrices, and Group Generalized Inverses.- 11 Immediate Events in Markov Chains.- 12 Compositional Markovian Modelling Using A Process Algebra.- 13 Equivalence Relations for Stochastic Automata Networks.- 14 Graphs and Stochastic Automata Networks.- 15 Analyzing Sample Path Data from Markov Chain Sampling Experiments.- 16 Resource Sharing Models with State-Dependent Arrivais of Batches.- 17 Implementable Policies: Discounted Cost Case.- 18 Two BoundilÓQ