Matrix-Analytic Methods in Stochastic Models

ISBN: 978-1-4614-4908-9 (Print) 978-1-4614-4909-6 (Online)

Table of contents (11 chapters)

  1. Front Matter

    Pages i-xiv

  2. No Access

    Book Chapter

    Pages 1-24

    Factorization Properties for a MAP-Modulated Fluid Flow Model Under Server Vacation Policies

  3. No Access

    Book Chapter

    Pages 25-40

    A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions

  4. No Access

    Book Chapter

    Pages 41-56

    Bilateral Matrix-Exponential Distributions

  5. No Access

    Book Chapter

    Pages 57-85

    AutoCAT: Automated Product-Form Solution of Stochastic Models

  6. No Access

    Book Chapter

    Pages 87-106

    Markovian Trees Subject to Catastrophes: Would They Survive Forever?

  7. No Access

    Book Chapter

    Pages 107-121

    Majorization and Extremal PH Distributions

  8. No Access

    Book Chapter

    Pages 123-143

    Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes

  9. No Access

    Book Chapter

    Pages 145-185

    Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions

  10. No Access

    Book Chapter

    Pages 187-207

    Two-Dimensional Fluid Queues with Temporary Assistance

  11. No Access

    Book Chapter

    Pages 209-225

    A Fluid Introduction to Brownian Motion and Stochastic Integration

  12. No Access

    Book Chapter

    Pages 227-250

    Impact of Dampening Demand Variability in a Production/Inventory System with Multiple Retailers

  13. Back Matter

    Pages 251-256