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Numerical Methods for Structured Markov Chains
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by
Dario A Bini, Guy Latouche, Beatrice Meini
Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queuing theory and stochastic modeling and include M/G/1 and GI/M/1-type Markov chain, quasi-birth-death processes, ...
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