Numerical Solution of Markov Chains
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Numerical Solution of Markov Chains by William J. Stewart
Book DescriptionPapers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stationary distributions, including aggregation/disagg
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Book DetailsISBN: 9780824784058
(279mm x 216mm x 39mm)
Imprint: Marcel Dekker Inc
Publisher: Taylor & Francis Inc
Publish Date: 23-May-1991
Country of Publication: United States
Books By Author William J. Stewart
Probability, Markov Chains, Queues, and Simulation, Hardback (July 2009)
Offers a modern and authoritative treatment of the mathematical processes that underlie performance modeling. This book looks at the fundamentals of probability theory, from the basic concepts of set-based probability, through probability distributions, to bounds, limit theorems, and the laws of large numbers.
Introduction to the Numerical Solution of Markov Chains, Hardback (November 1994)» View all books by William J. Stewart
Offers a systematic and detailed treatment of the numerical solution of Markov chains. This book explores various aspects of numerically computing solutions of Markov chains, especially when the state is huge. It examines many different numerical computing methods - direct, single-and multi-vector iterative, and projection methods.
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