Introduction to Matrix Analytic Methods in Stochastic Modeling

Preface Part I. Quasi-Birth-and-Death Processes. 1. Examples Part II. The Method of Phases. 2. PH Distributions 3. Markovian Point Processes Part III. The Matrix-Geometric Distribution. 4. Birth-and-Death Processes 5. Processes Under a Taboo 6. Homogeneous QBDs 7. Stability Condition Part IV. Algorithms. 8. Algorithms for the Rate Matrix 9. Spectral Analysis 10. Finite QBDs 11. First Passage Times Part V. Beyond Simple QBDs. 12. Nonhomogeneous QBDs 13. Processes, Skip-Free in One Direction 14. Tree Processes 15. Product Form Networks 16. Nondenumerable States Bibliography Index.