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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 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.
The series of ISCIS (International Symposium on Computer and Information Sciences) symposia have been held each year since 1986, mostly in Turkey and occasionally abroad. It is the main computer science and engineering meeting organized by Turkish academics and was founded by Erol Gelenbe. Each year ISCIS attracts a signi?cant number of international participants from all over the world. The 19th ISCIS was organized by Bilkent University, Department of Computer Engineering, and was held in Kemer-Antalya, Turkey during 27-29 October 2004. For ISCIS 2004, a total of 335 papers went through the review process and a large number of high-quality papers competed for acceptance. This volume of the Springer Lecture Notes in Computer Science (LNCS) series contains 100 of those papers that broadly fall into the following areas of interest: arti?cial int- ligence and machine learning, computer graphics and user interfaces, computer networksand security, computer vision and image processing, databasesystems, modeling and performance evaluation, natural languageprocessing, parallel and distributed computing, real-time control applications, software engineering and programming systems, and theory of computing
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