Dr. Marcel F. Neuts (1935 – 2014) pioneered the area of Matrix-Analytic Methods in Stochastic Modeling and made seminal contributions to Algorithmic Probability. In the 1970’s, he introduced phase-type distributions and Markovian arrival processes. He then worked on the use of phase and algorithm in the analysis of stochastic systems such as queueing models, which laid the foundation for matrix-analytic methods and led to extensive applications in practice throughout industry, businesses, and in academic research. In addition to his scientific contributions, Marcel Neuts also promoted the series of conferences in matrix-analytic methods, the first of those took place in Flint, USA, 1995, and most recent one MAM11 in Seoul, Korea, 2022. (Written by Dr. Qi-Ming He)
Dr. Marcel F. Neuts (1935 – 2014)
A brief biography
Video message from Marcel Neuts for a past MAM conference
Past MAM Conferences:
The MAM conference is held every 2-3 years, with each edition hosted in a different country. This rotation facilitates broad participation from researchers and practitioners across various regions, ensuring inclusivity and diverse contributions to the conference. Here is a list of past MAM conferences:
Selected Books in the Area of MAMs:
Chakravarthy, Srinivas R.. Introduction to Matrix Analytic Methods in Queues 1: Analytical and Simulation Approach - Basics. United States: Wiley, 2022.
Chakravarthy, Srinivas R.. Introduction to Matrix-Analytic Methods in Queues 2: Analytical and Simulation Approach - Queues and Simulation. United States: Wiley, 2022.
Mogens Bladt, Bo Friis Nielsen. Matrix-Exponential Distributions in Applied Probability. Springer US, 2017.
G. Latouche, V. Ramaswami, J. Sethuraman, K. Sigman, M.S. Squillante, D. Yao (Editors). Matrix-Analytic Methods in Stochastic Models. Springer-Verlag, New York, 2013.
Qi-Ming He. Fundamentals of Matrix-Analytic Methods. Springer Science & Business Media, New York, 2013.
Dario A. Bini, Bruno Iannazzo, Beatrice Meini. Numerical Solution of Algebraic Riccati Equations. SIAM, Philadelphia, 2011.
Dario A. Bini, Guy Latouche, Beatrice Meini. Numerical methods for structured Markov chains. Oxford University Press, New York, 2005.
L. Breuer (Author), Dieter Baum (Contributor). An Introduction to Queueing Theory: and Matrix-Analytic Methods. Springer, 2005.
Guy Latouche and Vaidyanathan Ramaswami. Introduction to Matrix Analytic Methods in Stochastic Modeling. SIAM, Philadelphia, 1999.
S. Chakravarthy, Attahiru S. Alfa (Editors). Matrix-Analytic Methods in Stochastic Models (Lecture Notes in Pure and Applied Mathematics). CRC Press, Boca Raton, 1996.
Søren Asmussen. Applied Probability and Queues. Wiley, Chichester, 1987.
Marcel F. Neuts. Matrix-geometric Solutions in Stochastic Models: An Algorithmic Approach. The Johns Hopkins University Press, Baltimore, 1981.