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Kniha Stochastic-Process Limits Ward Whitt

Stochastic-Process Limits

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

Autor: Ward Whitt
Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Springer-Verlag New York Inc.
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
149.57 €
This book is about stochastic-process limits - limits in which a sequence of stochastic processes co...

Informácie o knihe

Autor
Ward Whitt
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2002
Stránok
602
EAN
9780387953588
ISBN
0387953582
Enbook ID
01384370
Vydavateľ
Springer-Verlag New York Inc.
Hmotnosť
1256
Rozmery
187 x 245 x 42

Kompletný popis

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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