Level crossing methods in stochastic models

Level crossing methods in stochastic models

Brill, P.H.

166,35 €(IVA inc.)

The book includes introductory material for readers new to the area, as well as advanced material for experienced users of the method, highlighting its usefulness for analyzing a broad class of models and illustrating its flexibilityand adaptivity. The concepts, techniques, examples, applications and theoretical results in this book may suggest potentially new theory and new applications. The result is an essential resource for researchers, students, and professionals in operations research, management science, engineering, applied probability, statistics, actuarial science, mathematics, and the natural sciences. Demonstrates the flexibility and adaptivity of the level crossing method by applying it to a variety of stochastic models, including: queues, inventories, dams, replacement models, renewal processes, counter models, multi-dimensional models, and models in the natural sciences Presents both introductory and advanced material that can be applied to practical problem solving and theory building INDICE: Preface.- Origin of level crossing method.- Sample path and systempoint.- M/G/1 queues and variants.- M/M/C queues.- G/M/c queues.- Dams and inventories.- Multi-dimensional models.- Embedded level crossing methods.- Levelcrossing estimation.- Additional applications.- References.- Partial bibliography.- Index.

  • ISBN: 978-0-387-09420-5
  • Editorial: Springer
  • Encuadernacion: Cartoné
  • Páginas: 477
  • Fecha Publicación: 01/08/2008
  • Nº Volúmenes: 1
  • Idioma: Inglés