Déjà client ? Identifiez-vous

Mot de passe oublié ?

Nouveau client ?

CRÉER VOTRE COMPTE
Stochastic-Process Limits

Librairie Eyrolles - Paris 5e
Indisponible

Stochastic-Process Limits

Stochastic-Process Limits

An Introduction to Stochastic-Process Limits and their Application to Queues

602 pages, parution le 27/02/2002

Résumé

This book is about stochastic-process limits -- limits in which a sequence of stochastic processes converges to another stochastic process. These 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. By focusing on the application to queues, this book also provides an introduction to heavy-traffic limits for queues. This book will be of interest to researchers and graduate students working in the areas of probability, stochastic processes, and operations research.

Contents

  • Experiencing Statistical Regularity.
  • Random Walks in Applications.
  • The Framework for Stochastic
  • Process Limits.
  • A Panorama of Stochastic-Process Limits.
  • Heavy-Traffic Limits for Fluid Queues.
  • Unmatched Jumps in the Limit Process.
  • More Stochastic-Process Limits.
  • Fluid Queues with On-Off Sources.
  • Single-Server Queues.
  • Multi-Server Queues.
  • More on the Mathematical Framework.
  • The Space D Useful Functions.
  • Queueing Networks.
  • The Spaces E and F.
  • Appendices.

Caractéristiques techniques

  PAPIER
Éditeur(s) Springer
Parution 27/02/2002
Nb. de pages 602
Format 18 x 24
Couverture Relié
Poids 1325g
Intérieur Noir et Blanc
EAN13 9780387953588
ISBN13 978-0-387-95358-8

Avantages Eyrolles.com

Livraison à partir de 0,01 en France métropolitaine
Paiement en ligne SÉCURISÉ
Livraison dans le monde
Retour sous 15 jours
+ d'un million et demi de livres disponibles
satisfait ou remboursé
Satisfait ou remboursé
Paiement sécurisé
modes de paiement
Paiement à l'expédition
partout dans le monde
Livraison partout dans le monde
Service clients 0 321 79 56 75 sav@commande.eyrolles.com
librairie française
Librairie française depuis 1925