Matrix-Analytic Methods in Stochastic Models - 9781138426269

CRC Press

Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union. > Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union. > The Marcovian arrival process: some future directions; an algorithm for the P(n,t) matrices of a continuous BMAP; a pre-emptive priority Queue with non-renewal inputs; analysis of a multiserver delay-loss system with a general Markovian arrival process; analysis of a finite capacity multi-server Queue with non-preemptive priorities a