An edition of Stochastic-Process Limits (2002)

Stochastic-Process Limits

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

Stochastic-Process Limits
Ward Whitt, Ward Whitt
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Last edited by ImportBot
February 25, 2022 | History
An edition of Stochastic-Process Limits (2002)

Stochastic-Process Limits

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

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

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Language
English

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Edition Availability
Cover of: Stochastic-Process Limits
Cover of: Stochastic-Process Limits
Cover of: Stochastic-process limits
Cover of: Stochastic-Process Limits
Stochastic-Process Limits
January 8, 2002, Springer
in English

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Book Details


Classifications

Library of Congress
QA273.A1-274.9

The Physical Object

Pagination
xxiii, 602

Edition Identifiers

Open Library
OL37089441M
ISBN 13
9780387217482

Work Identifiers

Work ID
OL8058972W

Source records

Better World Books record

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February 25, 2022 Created by ImportBot Imported from Better World Books record