Mam 2006: Markov Anniversary Meeting

344 Pages·2006·4.24 MB·English

by  Amy N. Langville

MAM 2006:
MARKOV ANNIVERSARY MEETING
Published by Boson Books
Raleigh, North Carolina
ISBN 1-932482-34-2 (print edition)
ISBN 1-932482-35-0 (online ebook edition)
An imprint of C&M Online Media, Inc.
3905 Meadow Field Lane
Raleigh, North Carolina 27606 USA
Copyright 2006 Amy N. Langville and William J. Stewart
All rights reserved
Cover art by A.N. Langville, D.F. McAllister and W.J. Stewart
Design by Once Removed
www.bosonbooks.com
[email protected]
MAM 2006:
Markov Anniversary Meeting
An International Conference
to celebrate the
150th Anniversary of the birth of
A.A. Markov
June 12-14
Charleston, South Carolina
USA
Edited by
Amy N. Langville
William J. Stewart
An imprint of C & M Online Media
Raleigh, North Carolina USA
Contents
Preface iii
1 MARKOVANDTHECREATIONOFMARKOVCHAINS.
E.Seneta. 1
2 AKRYLOV-BASEDFINITESTATEPROJECTIONALGORITHMFOR
SOLVINGTHECHEMICALMASTEREQUATIONARISINGINTHE
DISCRETEMODELLINGOFBIOLOGICALSYSTEMS.
K.Burrage,M.Hegland,S.MacNamaraandR.B.Sidje. 21
3 FIVEPERFORMABILITYALGORITHMS:ACOMPARISON.
L.ClothandB.R.Haverkort. 39
4 MODELINGTHROUGHMARKOVCHAINS:WHEREISTHERISK?
R.A.Marie. 55
5 STRUCTUREDMARKOVCHAINSINAPPLIEDPROBABILITYAND
NUMERICALANALYSIS.
G.Latouche. 69
6 ONTHEGENERALITYOFBINARYTREE-LIKEMARKOVCHAINS.
K.Spaey,B.VanHoudtandC.Blondia. 79
7 PERFORMANCEANALYSISOFASSEMBLYSYSTEMS.
M.VanVuurenandI.J.B.F.Adan. 89
8 THEDYNAMICANALYSISANDDESIGNOFACOMMUNICATION
LINKWITHSTATIONARYANDNONSTATIONARYARRIVALS.
W.TianandH.G.Perros. 101
9 BOUNDSFORTHECOUPLINGTIMEINQUEUEINGNETWORKS
PERFECTSIMULATION.
J.G.Dopper,BGaujalandJ-M.Vincent. 117
10 ANALYSISOFMARKOVREWARDMODELSWITHPARTIAL
REWARDLOSSBASEDONATIMEREVERSEAPPROACH.
G.HorvathandM.Telek. 137
i
ii Contents
11 THEFIVEGREATESTAPPLICATIONSOFMARKOVCHAINS.
P.VonHilgersandA.N.Langville. 155
12 BOUNDINGTHEMEANCUMULATEDREWARDUPTO
ABSORPTION.
A.P.CoutodaSilvaandG.Rubino. 169
13 INCREASINGCONVEXMONOTONEMARKOVCHAINS:
THEORY,ALGORITHMSANDAPPLICATIONS.
M.BenMamoun,A.Busic,J-M.FourneauandN.Pekergin. 189
14 POLYNOMIALSOFASTOCHASTICMATRIXANDSTRONG
STOCHASTICBOUNDS.
T.Dayar,J-M.Fourneau,N.Pekergin,J-M.Vincent. 211
15 UPDATINGMARKOVCHAINS.
A.N.LangvilleandC.D.Meyer. 229
16 PRODUCTPRECONDITIONINGFORMARKOVCHAINPROBLEMS.
M.BenziandB.Ucar. 239
17 THEBOUNDINGDISCRETEPHASE–TYPEMETHOD.
J-S.TancrezandP.Semal. 257
18 ENTRYWISECONDITIONINGOFTHESTATIONARYVECTOR
FORAGOOGLE–TYPEMATRIX.
S.Kirkland. 271
19 ANALYZINGMARKOVCHAINSBASEDONKRONECKER
PRODUCTS.
T.Dayar. 279
20 STRUCTUREDSTOCHASTICMODELINGANDPERFORMANCE
ANALYSISOFAMULTIPROCESSORSYSTEM.
I.SbeityandB.Plateau. 301
21 MATRIXANDRANDOMWALKMETHODSINWEBANALYSIS.
R.Kumar. 315
22 APPLICATIONSOFMARKOVCHAINSINDEMOGRAPHY.
H.Caswell. 319
Preface
TheMarkovAnniversaryMeeting,June12-14,2006wasthefifthinaseriesofconferences
devoted to the Numerical Solution of Markov Chains (NSMC). The prior four NSMC
conferenceswereheldin1990,1995,1999,and2003. Thefirsttwoconferenceswereheld
inRaleigh,NorthCarolina,thethirdmovedoverseastoZarazoga,Spain,andthefourthwas
heldinUrbana-Champaign,Illinois.
ThisfifthandmostrecentMarkovmeetingoccurredsoonerthantheusual4-5year
scheduleinordertocelebratetwoveryimportantevents: the150thanniversaryofAndrei
A.Markov’sbirthandthe100thanniversaryofhisworkonhischains. ThisspecialMarkov
AnniversaryMeetingwasheldattheCollegeofCharlestoninhistoricCharleston,SC.The
scopeofthemeetingwasexpandedtoincorporateMarkovworkbeyondtheusualNSMC
topics. Thus, thisproceedingscontainsseveralpapersdescribingthediverseapplications
ofMarkov’schainsindiversefieldsfromwebsearchandtelecommunicationstopopulation
andlanguagemodeling.
Wewerepleasedtoreceiveawidevarietyofqualitypapersforpresentation. There
was,rightfully,muchanticipationforthekeynotetalkgivenbyEugeneSenetathelife,work,
andcontemporariesofA.A.Markov. Hisworkasadedicatedmathematicianandhistorian
fillstheneedforacompletepaperaboutMarkov. Withthehistoricalstageset,weturnedto
presentusesandextensionsofMarkov’schains. PapersdiscussMarkovrewardprocesses
and Markov bounds, while another group of papers cover the use of chains in queueing
theory. A third group of papers examines the techniques for analyzing enormous chains
with the help of Kroneckeralgebra. Such techniques connect nicely with one of today’s
mostfamousapplicationsofMarkovchains,the PageRankchainusedbyGoogletorank
webpages. SeveralinvitedspeakersdiscussedthemathematicsbehindPageRankandother
websearchtechniques. Theproceedingsconcludewithasectiondevotedtoapplicationsof
Markovchains.
We are proud to present a body of work that represents a continuation of A. A.
Markov’sworkoveracenturyago. Ofcourse,theresultingproceedingsistheproductof
manycontributors. First,wethankthisyear’sProgramCommitteemembers,manyofwhom
heldmultiplerolesaspublicists,promoters,contributingauthors,reviewers,andattendees.
Next,wethankallsubmittingauthorsandparticipants. Finally,wethankNancyandDavid
McAllisterofBosonBooksfortheirhelppreparingthistimelycompendium.
AmyN.LangvilleandWilliamJ.Stewart.
Charleston,SouthCarolinaandRaleigh,NorthCarolina,USA.
June2006
iii
iv Preface
Program Committee
MicheleBenzi, USA PeterKing, UK
DarioBini, Italy WilliamKnottenbelt, UK
GianfrancoCiardo, USA UdoKrieger, Germany
TugrulDayar, Turkey BeatriceMeini, Italy
SusannaDonatelli, Italy CarlD.Meyer, USA
IainDuff, UK&France AndrewMiner, USA
Jean-MichelFourneau, France HarryG.Perros, USA
WinfriedGrassmann, Canada BernardPhilippe, France
ReinhardGerman, Germany BillSanders, USA
GunterHaring, Austria RogerB.Sidje, Australia
PeteHarrison, UK EvgeniaSmirni, USA
BoudewijnHaverkort, TheNetherlands PeteStewart, USA
GrahamHorton, Germany DanielSzyld, USA
IlseIpsen, USA KishorS.Trivedi, USA
Joost-PieterKatoen, Germany Jean-MarcVincent, France
PeterKemper, Germany
v
vi ProgramCommittee