Constructive Computation in Stochastic Models with Applications The

"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in

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Constructive Computation in Stochastic Models with Applications The RG-Factorization

Quan-Lin Li

Constructive Computation in Stochastic Models with Applications The RG-Factorization With 23 figures

           

Author Quan-Lin Li Department of Industrial Engineering Tsinghua University Beijing 100084, P. R. China E-mail: [email protected]

ISBN 978-7-302-21501-1 Tsinghua University Press, Beijing ISBN 978-3-642-11491-5 e-ISBN 978-3-642-11492-2 Springer Heidelberg Dordrecht London New York Library of Congress Control Number: 2009942424 © Tsinghua University Press, Beijing and Springer-Verlag Berlin Heidelberg 2010 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable to prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Cover design: Frido Steinen-Broo, EStudio Calamar, Spain Printed on acid-free paper Springer is a part of Springer Science + Business Media (www.springer.com)

Quan-Lin Li

ᬣ఺ഴ‫ۋ‬ౝᤴব᝟ኪူ᝶ ԢФःၸṊ3( ѫᝌழก Constructive Computation in Stochastic Models with Applications The RG-Factorization With 23 figures

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Ċ.ķᴢĂ

ċ.ķ⬉ᄤ䅵ㅫᴎ – ᭄ؐ䅵ㅫ – 㣅᭛ Č.ķTP301.6

Ё೑⠜ᴀ೒к佚 CIP ᭄᥂Ḍᄫ (2009) ㄀ 214331 ো 䋷ӏ㓪䕥˖䶽➩Б 䋷ӏ᷵ᇍ˖䍉Бᬣ 䋷ӏॄࠊ˖





ߎ⠜থ㸠˖⏙ढ໻ᄺߎ⠜⼒ ഄ ഔ˖࣫Ҁ⏙ढ໻ᄺᄺⷨ໻ॺ A ᑻ http://www.tup.com.cn 䚂 㓪˖100084 ⼒ ᘏ ᴎ˖010-62770175 䚂 䌁˖010-62786544 ᡩ〓Ϣ䇏㗙᳡ࡵ˖010-62776969, [email protected] 䋼䞣ড作˖010-62772015, [email protected] ॄ 㺙 㗙˖࣫Ҁ䲙ᯠᔽ㡆ॄࠋ᳝䰤݀ৌ 㒣 䫔˖ܼ೑ᮄढкᑫ ᓔ ᴀ˖153 u 235 ॄᓴ˖43.25 ᄫ᭄˖974 गᄫ ⠜ ⃵˖2009 ᑈ 12 ᳜㄀ 1 ⠜ ॄ⃵˖2009 ᑈ 12 ᳜㄀ 1 ⃵ॄࠋ ॄ ᭄˖1 ~ 1000 ᅮ Ӌ˖148 ‫ܗ‬ üüüüüüüüüüüüüüüüüüüüüüüüüüüüüüüüüüüüüü ᴀкབᄬ೼᭛ᄫϡ⏙ǃⓣॄǃ㔎义ǃ‫צ‬义ǃ㜅义ㄝॄ㺙䋼䞣䯂乬ˈ䇋Ϣ⏙ढ໻ᄺߎ ⠜⼒ߎ⠜䚼㘨㋏䇗ᤶDŽ㘨㋏⬉䆱˖010-62770177 䕀 3103 ѻક㓪ো˖

To my friend Marcel F. Neuts for his pione