Download e-book for iPad: Analyzing Markov Chains using Kronecker Products: Theory and by Tugrul Dayar

By Tugrul Dayar

ISBN-10: 1461441897

ISBN-13: 9781461441892

Kronecker items are used to outline the underlying Markov chain (MC) in a number of modeling formalisms, together with compositional Markovian versions, hierarchical Markovian types, and stochastic strategy algebras. the incentive in the back of utilizing a Kronecker dependent illustration instead of a flat one is to relieve the garage specifications linked to the MC. With this technique, platforms which are an order of value higher may be analyzed at the similar platform. The advancements within the resolution of such MCs are reviewed from an algebraic standpoint and attainable parts for additional learn 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 equipment. Case reviews from closed queueing networks and stochastic chemical kinetics are supplied to inspire decompositional and matrix analytic equipment, respectively.

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

Example text

Interestingly, it is proved that Erlang is the most suitable phase approximation for the deterministic distribution [2]. This is taken advantage of when modeling a robotic tape library [60] and a multiprocessor system [132] using SANs. For practical purposes, a five- to ten-phase Erlang is considered sufficient for approximating a deterministic distribution. The use of PH distributions in SANs is further investigated in [133]. The analysis of closed QNs with PH service distributions and arbitrary buffer sizes is challenging due to the fact that the corresponding state spaces grow exponentially with numbers of customers, queues, and phases in the service distribution of each queue.

H / D 0. Hence, for iterative methods based on block partitionings, l D 1; : : : ; H 1 should be used. ). 2)]. 0/ D QO : p Note that there is b0 D 1 block along the diagonal. 2)]. 3/ Dk ˝ Dk ˝ Lk ; kD1 0 B B B B B B B B B B DB B B B B B B B B B @ 4 X 3 3 2 3 2 2 2 3 2 2 3 3 2 p Note that there are b1 D 2 blocks along the diagonal. 2)]. 2/ B B B B B B B B B B DB B B B B B B B B B @ 3 C C C C C C C C C C C: C C C C C C C C C A 3 3 3 3 3 3 3 3 3 3 3 p There are b2 D 6 blocks along the diagonal. 12 12/ block matrix with blocks of order one.

The diagonal blocks associated with the BGS solver and the BGS preconditioner for projection methods at level 3 are LU factorized [32] using column approximate minimum degree (COLAMD) ordering [51]. The number of nonzeros generated during the LU factorization of the 8,000 diagonal blocks of order 400 is accounted for in the memory consumed by solvers utilizing BGS. It is observed that convergence becomes very fast for the decompositional solver when the synchronized transition rates are small since the subsystems in that case are nearly independent and the Kronecker product of the local solutions yields a very good approximation to the solution early in the iteration.

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


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