ENGLISH

Stochastic-process limits: an introduction to stochastic-process limits and their application to queues

By Ward Whitt

Book information

Publisher
Springer
Year
2002
ISBN
9780387217482, 9780387953588, 0387217487, 0387953582
Open Library ID
OL17037697M
Language
english
Format
PDF
Filesize
6 MB (5973059 bytes)
Series
Springer series in operations research
Edition
1
Pages
615\615
Library
Kolxo3
Time added
2009-07-20 03:45:11

Description

This book is about stochastic-process limits - limits in which a sequence of stochastic processes converges to another stochastic process. These 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.

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