Stochastic-Process Limits

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

602 pages, parution le 27/02/2002

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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