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

• Main Author: Whitt, Ward. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York, 2002.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Mathematics.; Operations research.; Decision making.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Operation Research/Decision Theory.; Statistical Theory and Methods.
• Online Access: View fulltext via EzAccess

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...

Table of Contents:

• Experiencing Statistical Regularity
• Random Walks in Applications
• The Framework for Stochastic-Process Limits
• A Panorama of Stochastic-Process Limits
• Heavy-Traffic Limits for Fluid Queues
• Unmatched Jumps in the Limit Process
• More Stochastic-Process Limits
• Fluid Queues with On-Off Sources
• Single-Server Queues
• Multiserver Queues
• More on the Mathematical Framework
• The Space D
• Useful Functions
• Queueing Networks
• The Spaces E and F.