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Kronecker products --- Matrices --- Kronecker products. --- Matrices.
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Kronecker products. --- Lie groups. --- Representations of groups.
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Combinatorial analysis. --- Kronecker products --- Analyse combinatoire --- Produits de Kronecker
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Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With this approach, systems that are an order of magnitude larger can be analyzed on the same platform. The developments in the solution of such MCs are reviewed from an algebraic point of view and possible areas for further research are indicated with an emphasis on preprocessing using reordering, grouping, and lumping and numerical analysis using block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic methods. Case studies from closed queueing networks and stochastic chemical kinetics are provided to motivate decompositional and matrix analytic methods, respectively.
Distribution (Probability theory). --- Kronecker products. --- Markov processes. --- Mathematics. --- Numerical analysis. --- Kronecker products --- Markov processes --- Mathematics --- Physical Sciences & Mathematics --- Algebra --- Mathematical Statistics --- Number theory. --- Number study --- Numbers, Theory of --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Mathematical statistics. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Numerical Analysis. --- Probability and Statistics in Computer Science. --- Stochastic processes --- Distribution (Probability theory. --- Computer science. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Informatics --- Science --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Statistics, Mathematical --- Statistics --- Sampling (Statistics) --- Statistical methods
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This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces. Numerical methods for steady-state and transient analysis of Kronecker-based multidimensional Markovian models are discussed in detail together with implementation issues. Case studies are provided to explain concepts and motivate use of methods. Having grown out of research from the past twenty years, this book expands upon the author’s previously published book Analyzing Markov Chains using Kronecker Products (Springer, 2012). The subject matter is interdisciplinary and at the intersection of applied mathematics and computer science. The book will be of use to researchers and graduate students with an understanding of basic linear algebra, probability, and discrete mathematics.
Kronecker products. --- Markov processes. --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Stochastic processes --- Products, Kronecker --- Matrices --- Tensor products --- Distribution (Probability theory. --- Computer science --- Computer system performance. --- Probability Theory and Stochastic Processes. --- Computational Mathematics and Numerical Analysis. --- System Performance and Evaluation. --- Mathematics. --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Mathematics --- Probabilities. --- Computer mathematics. --- Computer system failures. --- Computer failures --- Computer malfunctions --- Computer systems --- Failure of computer systems --- System failures (Engineering) --- Fault-tolerant computing --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Failures
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