ENGLISH

Stochastic-process limits and application to queues

By Ward Whitt

Book information

Publisher
Springer
Year
2002
ASIN
B000WDQGKI
Language
english
Format
DJVU
Filesize
3 MB (3564173 bytes)
Edition
1
Pages
617\617
Library
Kolxo3
DPI
300
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.

Similar books