Level Crossing Methods in Stochastic Models - Percy H. Brill

Blick ins Buch

Level Crossing Methods in Stochastic Models (eBook)

Percy H. Brill (Autor)

eBook Download: PDF

2017 | 2nd ed. 2017
XXVII, 559 Seiten
Springer International Publishing (Verlag)
978-3-319-50332-5 (ISBN)

Lese- und Medienproben

Ebook-Leseprobe (PDF)

This is a complete update of the first edition of Level Crossing Methods in Stochastic Models, which was published in 2008. Level crossing methods are a set of sample-path based mathematical tools used in applied probability to establish reliable probability distributions. Since the basis for solving any applied probability problem requires a reliable probability distribution, Level Crossing Methods in Stochastic Models, Second Edition is a useful tool for all researchers working on stochastic application problems, including inventory control, queueing theory, reliability theory, actuarial ruin theory, renewal theory, pharmacokinetics, and related Markov processes.

The second edition includes a new section with a novel derivation of the Beneš series for M/G/1 queues. It provides new results on the service time for three M/G/I queueing models with bounded workload. It analyzes new applications of queues where zero-wait customers get exceptional service, including several examples on M/G/1 queues, and a new section on G/M/1 queues. Additionally, there are two other important new sections: on the level-crossing derivation of the finite time-t probability distributions of excess, age, and total life, in renewal theory; and on a level-crossing analysis of a risk model in Insurance.

The original Chapter 10 has been split into two chapters: the new chapter 10 is on renewal theory, and the first section of the new Chapter 11 is on a risk model. More explicit use is made of the renewal reward theorem throughout, and many technical and editorial changes have been made to facilitate readability.

Percy H. Brill, Ph.D., is a Professor emeritus at the University of Windsor, Canada. Dr. Brill is the creator of the level crossing method for analyzing stochastic models. He has published extensively in stochastic processes, queueing theory and related models, especially using level crossing methods.

Percy H. Brill is a Professor emeritus at the University of Windsor, Canada. He received a B.Sc. in Mathematics and Physics from Carleton University, Canada, an M.A. in Mathematical Statistics from Columbia University, U.S.A., and a Ph.D. in Industrial Engineering from the University of Toronto, Canada. He is the creator of the level crossing method used in stochastic models. He has published extensively in stochastic processes, and queueing, especially using level crossing methods.

Percy H. Brill is a Professor emeritus at the University of Windsor, Canada. He received a B.Sc. in Mathematics and Physics from Carleton University, Canada, an M.A. in Mathematical Statistics from Columbia University, U.S.A., and a Ph.D. in Industrial Engineering from the University of Toronto, Canada. He is the creator of the level crossing method used in stochastic models. He has published extensively in stochastic processes, and queueing, especially using level crossing methods.

Chapter 1. Origin of Level Crossing Method.- Chapter 2. Sample Path and System Point.- Chapter 3. M/G/1 Queues and Variants.- Chapter 4. M/M/C Queues.- Chapter 5. G/M/1 and G/M/c Queues.- Chapter 6. Dams and Inventories.- Chapter 7. Multi-Dimensional Models.- Chapter 8. Embedded Level Crossing Method.- Chapter 9. Level Crossing Estimation.- Chapter 10. Renewal Theory Using LC.- Chapter 11. Additional Applications of LC.

Erscheint lt. Verlag	4.5.2017
Reihe/Serie	International Series in Operations Research & Management Science
Reihe/Serie	International Series in Operations Research & Management Science
Zusatzinfo	XXVII, 559 p. 124 illus., 27 illus. in color.
Verlagsort	Cham
Sprache	englisch
Themenwelt	Wirtschaft ► Allgemeines / Lexika
Schlagworte	Actuarial ruin models • applied probability • Inventory Control • Level Crossing Methods • Operations Research • Probability Distribution • Queueing Theory • Renewal Theory • stochastic models
ISBN-10	3-319-50332-4 / 3319503324
ISBN-13	978-3-319-50332-5 / 9783319503325

Haben Sie eine Frage zum Produkt?

PDF (Wasserzeichen)
Größe: 11,9 MB

DRM: Digitales Wasserzeichen
Dieses eBook enthält ein digitales Wasserzeichen und ist damit für Sie personalisiert. Bei einer missbräuchlichen Weitergabe des eBooks an Dritte ist eine Rückverfolgung an die Quelle möglich.

Dateiformat: PDF (Portable Document Format)
Mit einem festen Seitenlayout eignet sich die PDF besonders für Fachbücher mit Spalten, Tabellen und Abbildungen. Eine PDF kann auf fast allen Geräten angezeigt werden, ist aber für kleine Displays (Smartphone, eReader) nur eingeschränkt geeignet.

Systemvoraussetzungen:
PC/Mac: Mit einem PC oder Mac können Sie dieses eBook lesen. Sie benötigen dafür einen PDF-Viewer - z.B. den Adobe Reader oder Adobe Digital Editions.
eReader: Dieses eBook kann mit (fast) allen eBook-Readern gelesen werden. Mit dem amazon-Kindle ist es aber nicht kompatibel.
Smartphone/Tablet: Egal ob Apple oder Android, dieses eBook können Sie lesen. Sie benötigen dafür einen PDF-Viewer - z.B. die kostenlose Adobe Digital Editions-App.

Buying eBooks from abroad
For tax law reasons we can sell eBooks just within Germany and Switzerland. Regrettably we cannot fulfill eBook-orders from other countries.

Print-Ausgabe

Buch | Hardcover

181,89 €