1995 International Meeeting on
Computations with Markov Chains.
Raleigh, NC, USA.
Proceedings published by Kluwer Acaedmic Publishers.
``Computations with Markov Chains''
Edited by
William J. Stewart
COMPUTATIONS WITH MARKOV CHAINS:
Proceedings of the 2nd International Workshop on the
Numerical Solution of Markov Chains is a collection of
peer-reviewed articles presented at the Workshop on Numerical
Solutions of Markov Chains which was held January 15 to January 18,
1995 in Raleigh, North Carolina. These papers provide an
authoritative overview of the field, including coverage of
recent developments, current status of ongoing research, and
projections for future directions in the field.
Publisher
Kluwer Academic Publishers
101 Philip Drive
Assinippi Park
Norwell, Massachusetts 02061, USA
ISBN 0-7923-9550-6
Table of Contents
- Detecting Block GI/M/1 and Block M/G/1 Matrices from Model
Specifications.
S. Berson and R. Muntz ... 1
- On Cyclic Reduction Applied to a Class of Toeplitz-like
Matrices Arising in Queueing Problems.
D. Bini and B. Meini ... 21
- A Markov Modulated, Nearly Completely Decomposable M/M/1
Queue.
G. Latouche and P.J. Schweitzer ... 39
- Preconditioned Krylov Subspace Methods for the Numerical
Solution of Markov Chains.
Y. Saad ... 49
- A Parallel Block Projection Method of the Cimmino Type
for Finite Markov Chains.
M. Benzi, F. Sgallari and G. Spaletta ... 65
- Iterative Methods for Queueing Models with Batch Arrivals.
R.H. Chan and W-K. Ching ... 81
- Transient Solutions of Markov Processes by Krylov Subspaces.
R.B. Sidje and B. Philippe ... 95
- Exact Methods for the Transient Analysis of Nonhomogeneous
Continuous Time Markov Chains.
A. Rindos, S. Woolet, I. Viniotis, and K. Trivedi ... 121
- Time-Dependent behavior of Redundant Systems with
Deterministic Repair.
D. Logothetis and K. Trivedi ... 135
- What is Fundamental for Markov Chains: First Passage Times,
Fundamental Matrices, and Group Generalized Inverses.
D.P. Heyman and D.P. O'Leary ... 151
- Immediate Events in Markov Chains.
Winfried K. Grassmann Yuru Wang ... 163
- Compositional Markovian Modelling Using a Process Algebra.
J. Hillston ... 177
- Equivalence Relations for Stochastic Automata Networks.
P. Buchholz ... 197
- Graphs and Stochastic Automata Networks.
J-M. Fourneau and F. Quessette ... 217
- Analyzing Sample Path Data from Markov Chain Sampling
Experiments.
G. Fishman ... 237
- Resource Sharing Models with State-Dependent Arrivals of
Batches.
G.L. Choudhury, K.K. Leung and W. Whitt ... 255
- Implementable Policies: Discounted Cost Case.
V.G. Kulkarni and Y. Serin ... 283
- Two Bounding Schemes for the Steady-State Solution of
Markov Chains.
P. Semal ... 307
- The Power-Series Algorithm for Markovian Queueing Networks.
W.B. van den Hout and J.P.C. Blanc ... 321
- Discrete-Time Markovian Stochastic Petri Nets.
G. Ciardo ... 339
- Concurrent Generalized Petri Nets.
V. Catania, A. Puliafito, M. Scarpa and L. Vita. ... 359
- Exploiting Isomorphisms and Special Structures in the
Analysis of Markov Regenerative Stochastic Petri Nets.
C. Lindemann ... 383
- Numerical Solution of Large Finite Markov Chains by
Algebraic Multigrid Techniques.
U.R. Krieger ... 403
- On the Utility of the Multi-Level Algorithm for the
Solution of Nearly Completely Decomposable Markov Chains.
S.T. Leutenegger and G. Horton ... 425
- A Computationally Efficient Algorithm for Characterizing
the Superposition of Multiple Heterogeneous Interrupted
Bernoulli Processes.
K.M. Elsayed and H.G. Perros ... 443
- Generalized Folding Algorithm for Transient Analysis of
Finite QBD Processes and its Queueing Applications.
S-Q. Li and H-D. Sheng ... 463
- Efficient Solutions for a Class of Non-Markovian Models.
E. de Souza e Silva, H.R. Gail and R.R. Muntz ... 483
- Markovian Arrival and Service Communication Systems:
Spectral Expansions, Separability and Kronecker-Product Forms.
A. Elwalid and D. Mitra ... 507
- Empirical Comparison of Uniformization Methods for
Continuous-Time Markov Chains.
J.D. Diener and W.H. Sanders ... 547
- Numerical Methods for M/G/1 Type Queues.
G. Latouche and G.W. Stewart ... 571
- Closing the Gap between Classical and Tensor Based
Iteration Techniques.
P. Kemper ... 582
- Adaptive Relaxation for the Steady-State Analysis of
Markov Chains
G. Horton ... 585
- State Space Decomposition for Large Markov Chains.
M. Rieders ... 587
- Aggregation/Disaggregation Method on Parallel Computer.
Y. Takahashi and K.Fujimoto ... 591
- Parallel Implementation of the GTH Algorithm for
Markov Chains.
D.M. Cohen, D.P. Heyman, A. Rabinovitch, and D. Brown ... 594
- A Parallel Implementation of the Block-GTH Algorithm.
Y-J.J. Wu ... 597
- Approximate Computation of Sojourn Time Distribution in
Open Queueing Networks.
V. Mainkar, K.S. Trivedi and A.J. Rindos ... 599