Articles liés à Stochastic-Process Limits: An Introduction to Stochastic-Pro...

Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues - Couverture rigide

Whitt, Ward

 
9780387953588: Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues
Couverture rigide
ISBN 10 : 0387953582 ISBN 13 : 9780387953588
Editeur : Springer-Verlag New York Inc., 2002

Synopsis

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 will be of interest to researchers and graduate students working in the areas of probability, stochastic processes, and operations research.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de la quatrième de couverture

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag New York Inc.
Date d'édition
2002
Langue
anglais
ISBN 10 
0387953582
ISBN 13 
9780387953588
Reliure
Relié
Nombre de pages
602
Coordonnées du fabricant
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3
Heidelberg
69115
Allemagne