Whitt Ward Stochastic Process Limits
General:
Name: Whitt Ward Stochastic Process Limits
Format: pdf
Size: 7.19 MB
Book:
Title: A BOOK
Author: Ward Whitt
Language: polski
Year: 2011
Subjects: N/A
Publisher: Springer New York
ISBN: 9781441929693
Total pages: 617
Description:
Shastic Process Limits are useful and interesting because they generate simple approximations for complicated shastic 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 shastic-process limits from previously established shastic-process limits. The continuous-mapping approach is applied to obtain heavy-traffic-shastic-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, shastic 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
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