Computational Probability
Great advances have been made in recent years in the field of computational probability. In particular, the state of the art - as it relates to queuing systems, stochastic Petri-nets and systems dealing with reliability - has benefited significantly from
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Computational Probability
Edited by Winfried K. Grassmann University of Saskatchewan
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Springer Science+Business Media, LLC
Library of Congress Cataloging-in-Publication Data A C.I.P. Catalogue record for this book is available from the Library of Congress.
ISBN 978-1-4419-5100-7 ISBN 978-1-4757-4828-4 (eBook) DOI 10.1007/978-1-4757-4828-4 Copyright © 2000 by Springer Science+Business Media New York Originally published by Kluwer Academic Publishers in 2000 Softcover reprint of the hardcover 1st edition 2000 AII rights reserved. No part of this publication may be reproduced, stored m a retrieval system or transmitted in any form or by any means, mechanical, photocopying, record ing, or otherwise, without the prior written permission of the publisher, Springer Science+Business Media, LLC.
Printed on acid-free paper.
Contents
Preface 1 Computational Probability: Challenges and Limitations Winfried K. Grassmann
2
Tools for Formulating Markov Models Gianfranco Ciardo
3
Transient Solutions for Markov Chains Edmundo de Souza e Silva and H. Richard Gail
4 Numerical Methods for Computing Stationary Distributions of Finite Irreducible Markov Chains William J. Stewart
5
Stochastic Automata Networks Brigitte Plateau and William J. Stewart
6
Matrix Analytic Methods Winfried K. Grassmann and Dav