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Author : Yixin Zhu
Publisher :
ISBN 13 :
Total Pages : 226 pages
Book Rating : 4.E/5 ( download)
Download or read book Markov-modulated Stochastic Storage Processes written by Yixin Zhu and published by . This book was released on 1989 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : N.U. Prabhu
Publisher : Springer
ISBN 13 : 9781461272601
Total Pages : 207 pages
Book Rating : 4.2/5 (726 download)
Download or read book Stochastic Storage Processes written by N.U. Prabhu and published by Springer. This book was released on 2012-09-27 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised and simplified. With its prerequisite of a graduate-level course in probability and stochastic processes, this book can be used as a text for an advanced course on applied probability models.
Author : Narahari Umanath Prabhu
Publisher :
ISBN 13 : 9783540905226
Total Pages : 140 pages
Book Rating : 4.9/5 (52 download)
Download or read book Stochastic Storage Processes written by Narahari Umanath Prabhu and published by . This book was released on 1980 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ant¢nio Pacheco
Publisher : World Scientific
ISBN 13 : 9812793186
Total Pages : 237 pages
Book Rating : 4.8/5 (127 download)
Download or read book Markov-modulated Processes & Semiregenerative Phenomena written by Ant¢nio Pacheco and published by World Scientific. This book was released on 2009 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.
Author : N.U. Prabhu
Publisher : Springer Science & Business Media
ISBN 13 : 1461217423
Total Pages : 218 pages
Book Rating : 4.4/5 (612 download)
Download or read book Stochastic Storage Processes written by N.U. Prabhu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised and simplified. With its prerequisite of a graduate-level course in probability and stochastic processes, this book can be used as a text for an advanced course on applied probability models.
Author : Narahari U. Prabhu
Publisher : Springer Science & Business Media
ISBN 13 : 1468401130
Total Pages : 148 pages
Book Rating : 4.4/5 (684 download)
Download or read book Stochastic Storage Processes written by Narahari U. Prabhu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a text I used my earlier book, Queues and Inventories (John Wiley, New York, 1965). Over the years the emphasis in this course shifted from detailed analysis of probability models to the study of stochastic processes that arise from them, and the subtitle of the text, "A Study of Their Basic Stochastic Processes," became a more appropriate description of the course. My own research into the fluctuation theory for U:vy processes provided a new perspective on the topics discussed, and enabled me to reorganize the material. The lecture notes used for the course went through several versions, and the final version became this book. A detailed description of my approach will be found in the Introduction. I have not attempted to give credit to authors of individual results. Readers interested in the historical literature should consult the Selected Bibliography given at the end of the Introduction. The original work in this area is presented here with simpler proofs that make full use of the special features of the underlying stochastic processes. The same approach makes it possible to provide several new results. Thanks are due to Kathy King for her excellent typing of the manuscript.
Author : Loon Ching Tang
Publisher : World Scientific
ISBN 13 : 9812793194
Total Pages : 237 pages
Book Rating : 4.8/5 (127 download)
Download or read book Markov-Modulated Processes and Semiregenerative Phenomena written by Loon Ching Tang and published by World Scientific. This book was released on 2009 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.
Author : Alexander M Andronov
Publisher : World Scientific
ISBN 13 : 9811286175
Total Pages : 227 pages
Book Rating : 4.8/5 (112 download)
Download or read book Continuos-time Markov-modulated Chains In Operations Research written by Alexander M Andronov and published by World Scientific. This book was released on 2024-04-22 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain uses eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used.
Author : Neville Nagarwalla
Publisher :
ISBN 13 :
Total Pages : 120 pages
Book Rating : 4.E/5 ( download)
Download or read book Stochastic Storage Processes with Finite Boundaries written by Neville Nagarwalla and published by . This book was released on 1990 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : N. U. Prabhu
Publisher : Springer
ISBN 13 : 9781468401158
Total Pages : 156 pages
Book Rating : 4.4/5 (11 download)
Download or read book Stochastic Storage Processes written by N. U. Prabhu and published by Springer. This book was released on 2012 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a text I used my earlier book, Queues and Inventories (John Wiley, New York, 1965). Over the years the emphasis in this course shifted from detailed analysis of probability models to the study of stochastic processes that arise from them, and the subtitle of the text, "A Study of Their Basic Stochastic Processes," became a more appropriate description of the course. My own research into the fluctuation theory for U:vy processes provided a new perspective on the topics discussed, and enabled me to reorganize the material. The lecture notes used for the course went through several versions, and the final version became this book. A detailed description of my approach will be found in the Introduction. I have not attempted to give credit to authors of individual results. Readers interested in the historical literature should consult the Selected Bibliography given at the end of the Introduction. The original work in this area is presented here with simpler proofs that make full use of the special features of the underlying stochastic processes. The same approach makes it possible to provide several new results. Thanks are due to Kathy King for her excellent typing of the manuscript.
Author : Oliver Ibe
Publisher : Newnes
ISBN 13 : 0124078397
Total Pages : 515 pages
Book Rating : 4.1/5 (24 download)
Download or read book Markov Processes for Stochastic Modeling written by Oliver Ibe and published by Newnes. This book was released on 2013-05-22 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. - Presents both the theory and applications of the different aspects of Markov processes - Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented - Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.
Author : Narahari U Prabhu
Publisher :
ISBN 13 : 9781468401141
Total Pages : 156 pages
Book Rating : 4.4/5 (11 download)
Download or read book Stochastic Storage Processes written by Narahari U Prabhu and published by . This book was released on 1980-12-01 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : N U Prabhu
Publisher :
ISBN 13 : 9781461217435
Total Pages : 228 pages
Book Rating : 4.2/5 (174 download)
Download or read book Stochastic Storage Processes written by N U Prabhu and published by . This book was released on 1997-12-05 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. Breuer
Publisher : Springer Science & Business Media
ISBN 13 : 9401002398
Total Pages : 165 pages
Book Rating : 4.4/5 (1 download)
Download or read book From Markov Jump Processes to Spatial Queues written by L. Breuer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: From Markov Jump Processes to Spatial Queues aims to develop a unified theory of spatial queues that yields concrete results for the performance analysis of mobile communication networks. A particular objective is to develop the most natural generalization of existing concepts (e.g. the BMAP) toward the needs of mobile communication networks. To these belong the spatial distribution of batch arrivals and users in the system as well as time-inhomogeneous (e.g. periodic) arrival intensities and user movements. One of the major recent challenges for the stochastic modelling of communication systems is the emergence of wireless networks, which are used by more and more subscribers today. The main new feature of those, which is not covered by classical queuing theory, clearly is the importance of the user location within the area that is served by the base stations of the network. In the framework of queuing theory, this opens up the natural extension of classical queuing models towards queues with a structured space in which users are served. The present book is intended to introduce this extension under the name of spatial queues. The main point of view and the general approach will be that of Markov jump processes. We start with a closer look into the theory. Then we present new results for the theory of stochastic processes as well as for classical queuing theory. Finally we introduce the new concepts of spatial Markovian arrival processes and spatial queues. The main text is divided into three parts. The first part provides a new presentation of the theory of Markov jump processes. We derive a number of new results, especially for time-inhomogeneous processes, which have been neglected too much in the current textbooks on stochastic processes. For the first time, the class of Markov-additive jump processes is analysed in detail. This extends and unifies all Markovian arrival processes that have been proposed up to now (including arrivals for fluid queues) and provides a foundation for the subsequent introduction of spatial Markovian arrival processes. The second part contains new results for classical queues with BMAP input. These include the first explicit formulae for the distribution of periodic queues. The class of fluid Markovian arrival processes is introduced, and we give statistical estimates for the parameters of a BMAP. In the third part, the concepts of spatial Markovian arrival processes (abbreviated: SMAPs) and spatial queues are introduced. After that, periodic spatial Markovian queues are analysed as a model for the cells of a wireless communication network. From Markov Jump Processes to Spatial Queues is intended to reach queuing theorists, researchers in the field of communication systems, as well as engineers with some background in probability theory. Furthermore, it is suitable as a textbook for advanced queuing theory on the graduate or post-graduate level.
Author : Jewgeni H. Dshalalow
Publisher : CRC Press
ISBN 13 : 1000943291
Total Pages : 527 pages
Book Rating : 4.0/5 (9 download)
Download or read book Advances in Queueing Theory, Methods, and Open Problems written by Jewgeni H. Dshalalow and published by CRC Press. This book was released on 2023-07-21 with total page 527 pages. Available in PDF, EPUB and Kindle. Book excerpt: The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.
Author : Soren Asmussen
Publisher : World Scientific
ISBN 13 : 9814466921
Total Pages : 621 pages
Book Rating : 4.8/5 (144 download)
Download or read book Ruin Probabilities (2nd Edition) written by Soren Asmussen and published by World Scientific. This book was released on 2010-09-09 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions and dependence.
Author : Masaaki Kijima
Publisher : Springer
ISBN 13 : 1489931325
Total Pages : 345 pages
Book Rating : 4.4/5 (899 download)
Download or read book Markov Processes for Stochastic Modeling written by Masaaki Kijima and published by Springer. This book was released on 2013-12-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an algebraic development of the theory of countable state space Markov chains with discrete- and continuous-time parameters. A Markov chain is a stochastic process characterized by the Markov prop erty that the distribution of future depends only on the current state, not on the whole history. Despite its simple form of dependency, the Markov property has enabled us to develop a rich system of concepts and theorems and to derive many results that are useful in applications. In fact, the areas that can be modeled, with varying degrees of success, by Markov chains are vast and are still expanding. The aim of this book is a discussion of the time-dependent behavior, called the transient behavior, of Markov chains. From the practical point of view, when modeling a stochastic system by a Markov chain, there are many instances in which time-limiting results such as stationary distributions have no meaning. Or, even when the stationary distribution is of some importance, it is often dangerous to use the stationary result alone without knowing the transient behavior of the Markov chain. Not many books have paid much attention to this topic, despite its obvious importance.
