Stochastic Modelling and Applied Probability: Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach: (Volume 37)

Yin, George G.

ISBN 10: 0387982442 / ISBN 13: 9780387982441

Edité par Springer, 1998

A propos de cet article

Volume 37. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780387982441.

N° de réf. du vendeur 9878098

Détails bibliographiques

• Titre: Stochastic Modelling and Applied Probability: Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach: (Volume 37)
• Éditeur: Springer
• Date de parution: 1998
• Langue: anglais
• ISBN à 10 chiffres: 0387982442
• ISBN à 13 chiffres: 9780387982441
• Reliure: Couverture rigide
• État de l'article: Good
• Catalogues du vendeur:
  • Mathematics

A propos de ce titre

Synopsis

Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.