General Stochastic Processes In The Theory Of Queues
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General Stochastic Processes in the Theory of Queues
Author: Vaclav E. Benes
language: en
Publisher: Courier Dover Publications
Release Date: 2017-09-13
Mathematicians and engineers will appreciate this general, rigorous presentation of mathematical theory and understandable, practical account of applications. Topics include virtual delay, delay formulas, weak stationarity, weak Markov assumptions. 1963 edition.
The Theory of Stochastic Processes
This book should be of interest to undergraduate and postgraduate students of probability theory.
Stochastic-Process Limits
Author: Ward Whitt
language: en
Publisher: Springer Science & Business Media
Release Date: 2006-04-11
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