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Carte Stochastic-Process Limits Ward Whitt

Stochastic-Process Limits

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

Autor: Ward Whitt
Limbă: engleză
Legare: Copertă tare
Editura: Springer-Verlag New York Inc.
Disponibilitate: În depozitul extern
Expediem în 10-13 zile
829.14 lei
This book is about stochastic-process limits - limits in which a sequence of stochastic processes co...

Informații despre carte

Autor
Ward Whitt
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2002
Pagini
602
EAN
9780387953588
ISBN
0387953582
Enbook ID
01384370
Editura
Springer-Verlag New York Inc.
Greutate
1256
Dimensiuni
187 x 245 x 42

Descriere completă

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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