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Matrix-Analytic Methods in Stochastic Models

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Cover of 'Matrix-Analytic Methods in Stochastic Models'

Table of Contents

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    Book Overview
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    Chapter 1 Factorization Properties for a MAP-Modulated Fluid Flow Model Under Server Vacation Policies
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    Chapter 2 A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions
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    Chapter 3 Bilateral Matrix-Exponential Distributions
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    Chapter 4 AutoCAT: Automated Product-Form Solution of Stochastic Models
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    Chapter 5 Markovian Trees Subject to Catastrophes: Would They Survive Forever?
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    Chapter 6 Majorization and Extremal PH Distributions
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    Chapter 7 Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes
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    Chapter 8 Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions
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    Chapter 9 Matrix-Analytic Methods in Stochastic Models
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    Chapter 10 A Fluid Introduction to Brownian Motion and Stochastic Integration
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    Chapter 11 Impact of Dampening Demand Variability in a Production/Inventory System with Multiple Retailers
Attention for Chapter 7: Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes
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Chapter title
Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes
Chapter number 7
Book title
Matrix-Analytic Methods in Stochastic Models
Published by
Springer, New York, NY, January 2013
DOI 10.1007/978-1-4614-4909-6_7
Book ISBNs
978-1-4614-4908-9, 978-1-4614-4909-6
Authors

Gábor Horváth, Miklós Telek

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