An Introduction to Stochastic-Process Limits and Their Application to Queues
Hardback
Publication Date: 08/01/2002
Stochastic Process Limits are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the statistical regularity associated with a macroscopic view of uncertainty. This book emphasizes the continuous-mapping approach to obtain new stochastic-process limits from previously established stochastic-process limits. The continuous-mapping approach is applied to obtain heavy-traffic-stochastic-process limits for queueing models, including the case in which there are unmatched jumps in the limit process. These heavy-traffic limits generate simple approximations for complicated queueing processes and they reveal the impact of variability upon queueing performance. The book will be of interest to researchers and graduate students working in the areas of probability, stochastic processes, and operations research. In addition this book won the 2003 Lanchester Prize for the best contribution to Operation Research and Management in English, see: http://www. informs. org/Prizes/LanchesterPrize. html
- ISBN:
- 9780387953588
- 9780387953588
- Category:
- Probability & statistics
- Format:
- Hardback
- Publication Date:
- 08-01-2002
- Language:
- English
- Publisher:
- Springer-Verlag New York Inc.
- Country of origin:
- United States
- Pages:
- 602
- Dimensions (mm):
- 235x178x34mm
- Weight:
- 1.27kg
Click 'Notify Me' to get an email alert when this item becomes available
Great!
Click on Save to My Library / Lists
Click on Save to My Library / Lists
Select the List you'd like to categorise as, or add your own
Here you can mark if you have read this book, reading it or want to read
Awesome! You added your first item into your Library
Great! The fun begins.
Click on My Library / My Lists and I will take you there
Click on My Library / My Lists and I will take you there
You can find this item in:
Applied mathematics
Operational research
Stochastics
Probability & statistics
Management decision making
Show more
Show less
Reviews
Be the first to review Stochastic-Process Limits.
Share This Book: