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Input Modeling with Phase-Type Distributions and Markov Models: Theory and Applications (SpringerBriefs in Mathematics) - Softcover

Buch 46 von 155: SpringerBriefs in Mathematics

Buchholz, Peter

 
9783319066738: Input Modeling with Phase-Type Distributions and Markov Models: Theory and Applications (SpringerBriefs in Mathematics)

Inhaltsangabe

Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of available software tools in the area. Due to progress made in recent years with respect to new algorithms to generate PH distributions and Markovian arrival processes from measured data, the models outlined are useful alternatives to other distributions or stochastic processes used for input modeling. Graduate students and researchers in applied probability, operations research and computer science along with practitioners using simulation or analytical models for performance analysis and capacity planning will find the unified notation and up-to-date results presented useful. Input modeling is the key step in model based system analysis to adequately describe the load of a system using stochastic models.

The goal of input modeling is to find a stochastic model to describe a sequence of measurements from a real system to model for example the inter-arrival times of packets in a computer network or failure times of components in a manufacturing plant. Typical application areas are performance and dependability analysis of computer systems, communication networks, logistics or manufacturing systems but also the analysis of biological or chemical reaction networks and similar problems. Often the measured values have a high variability and are correlated. It’s been known for a long time that Markov based models like phase type distributions or Markovian arrival processes are very general and allow one to capture even complex behaviors. However, the parameterization of these models results often in a complex and non-linear optimization problem. Only recently, several new results about the modeling capabilities of Markov based models and algorithms to fit the parameters of those models have been published.​

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Über die Autorin bzw. den Autor

Prof. Dr.-Ing. Dr. h.c.mult Friedrich-Wilhelm is the retired president of the Federal Institute of Geosciences and Natural Resources, BGR, the Federal German Geological Survey, and the Lower Saxony State Geological Survey. He also served as president of the Academy of Geosciences and Geotechnology and was Visiting Professor at LE STUDIUM, the Loire Valley Institute of Advanced Studies, Orléans/France (Chair "Sustainable Management of Natural Resources"). Before joining the BGR he explored for non-ferrous and precious metal deposits in Europe, North and South America, Australia and SE-Asia for Metallgesellschaft AG, the largest German non-ferrous mining company. His last position was Director of Exploration in Australia, a task interrupted for three years while working for the German Ministry of Economics in the natural resources division. Wellmer also taught raw materials policy and economic geology at the Technical University Berlin. He was awarded honorary doctorates of the Technical Universities of Clausthal and Freiberg/Saxony, the two top German natural resources universities, and the Georg-Agricola-Denkmünze (medal), the highest award of the German mining industry.
Dr. Peter Buchholz As an economic geologist, Peter Buchholz has been with the Federal Institute for Geosciences and Natural Resources (BGR) since 2005, and since 2012 he is heading the German Mineral Resources Agency (DERA) at the BGR. The main focus of DERA's work is to provide market intelligence to assess potential price and supply risks in raw material markets as well as to develop mitigation strategies for the German industry to diversify supply sources. Before his time at the BGR he worked in the fields of ore deposit research, exploration and commodity trading. In 1995 he completed his PhD on Archaean gold deposits at the RWTH Aachen. Subsequently, he worked as assistant professor at the TU Bergakademie Freiberg, and from 1998 to 2002 asdirector of the M.Sc. Programme in Exploration Geology at the University of Zimbabwe, after which he joined a commodity trading company. His research and entrepreneurial work has been awarded nationally and internationally.
Prof. Dr. (PhD ZA) Jens Gutzmer is the founding director of the Helmholtz Institute Freiberg for Resource Technology. He is professor of economic geology and petrology at the TU Bergakademie Freiberg, Germany and a visiting professor at the University of Johannesburg, South Africa. Born and raised in Lower Saxony, Germany, Jens Gutzmer received his Diplom in Mineralogy from the Technical University of Clausthal-Zellerfeld (Germany) in 1993, followed by a PhD in Geology from the Rand Afrikaans University (South Africa) in 1996. In 2005 he was appointed Full Professor of Geology at the University of Johannesburg, followed by a South African Research Chair in Geometallurgy in January 2008. He defines himself as an economic geologist with a keen interest in geometallurgy and metallogenetic processes during early evolution of the Earth System.
Dr. Christian Hagelüken is Director of EU Government Affairs at Umicore, with a focus on raw materials related topics. Between 2003 and 2011 he was head of Business Development in Umicore's Precious Metals Refining business unit. Previously he had held various management positions in the precious metals department of Degussa AG. Christian has over 25 years' experience in (precious) metals recycling and sustainable metals management and has made numerous contributions to professional books, journals and conferences. He represents Umicore in related policy initiatives, associations, expert groups and scientific panels, among others the UNEP Resource Panel, the European Innovation Partnership on Raw Materials, the German acatech working group on resources for energy applications, and the German National Platform for Electromobility. Christian holds university degrees in mining engine

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