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Könyv Stochastic-Process Limits Ward Whitt

Stochastic-Process Limits

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

Szerző: Ward Whitt
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer-Verlag New York Inc.
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
57 690 Ft
This book is about stochastic-process limits - limits in which a sequence of stochastic processes co...

Információk a könyvről

Szerző
Ward Whitt
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2002
oldal
602
EAN
9780387953588
ISBN
0387953582
Enbook ID
01384370
Kiadó
Springer-Verlag New York Inc.
Súly
1256
Méretek
187 x 245 x 42

Teljes leírás

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. This book was the recipient of the 2003 INFORMS Frederick W. Lanchester Prize, awarded annually by the Institute for Operations Research and the Management Sciences (INFORMS) for the best contribution to operations research and the management sciences published in English.

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