Read e-book online Analyzing Markov Chains using Kronecker Products: Theory and PDF

By Tugrul Dayar

ISBN-10: 1461441897

ISBN-13: 9781461441892

Kronecker items are used to outline the underlying Markov chain (MC) in numerous modeling formalisms, together with compositional Markovian types, hierarchical Markovian versions, and stochastic procedure algebras. the inducement at the back of utilizing a Kronecker established illustration instead of a flat one is to relieve the garage specifications linked to the MC. With this strategy, platforms which are an order of significance better will be analyzed at the comparable platform. The advancements within the resolution of such MCs are reviewed from an algebraic viewpoint and attainable components for extra examine are indicated with an emphasis on preprocessing utilizing reordering, grouping, and lumping and numerical research utilizing block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic tools. Case experiences from closed queueing networks and stochastic chemical kinetics are supplied to encourage decompositional and matrix analytic tools, respectively.

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Extra info for Analyzing Markov Chains using Kronecker Products: Theory and Applications

Sample text

Such a system arises in backward point SOR. There, a version of the same algorithm for backward BSOR is also discussed. 11) is also possible [32] and a block row-oriented version is preferable in the presence of functional transitions: Algorithm 2. j1 ; : : : ; jl //. l/ are sums of Kronecker products. i1 ; : : : ; il // in BSOR must be solved in lexicographical order. If there is space, one can generate and p factorize in sparse storage these blocks as in BJOR at the outset and solve the bl systems directly at each iteration.

J1 ; : : : ; jl //. l/ are sums of Kronecker products. i1 ; : : : ; il // in BSOR must be solved in lexicographical order. If there is space, one can generate and p factorize in sparse storage these blocks as in BJOR at the outset and solve the bl systems directly at each iteration. Otherwise, one can use an iterative method such as BSOR since the off-diagonal parts of diagonal blocks are also sums of Kronecker products. i1 ; : : : ; il //, b is updated by multiplying the computed subvector by the corresponding row of blocks above the diagonal.

L/ . l/ . l/ were ordered antilexicographically. l/ . l/ j since it has one nonzero per column by definition. These PH 1 QH vectors amount to a total storage of lD0 hDlC1 nh floating-point values if the recursion terminates at level H . l C2/ through H . l/ /lC1 st column of I . m;lC1/ to zero. m;0/;k for k D 1; : : : ; K at level 0 consist of all 1s and therefore need not be stored. 1/. h/ Qk ¤ I for h D 1; : : : ; H or all Qk D I for h D l C 2; : : : ; H . Such vectors need not be stored either.

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Analyzing Markov Chains using Kronecker Products: Theory and Applications by Tugrul Dayar


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