Analysis of random walks
著者
書誌事項
Analysis of random walks
（Studies in probability, optimization, and statistics, v. 2）
IOS Press, 1992
大学図書館所蔵 件 / 全36件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. 375-377) and indexes
内容説明・目次
内容説明
In 1983 O.J. Boxma and the author have published a research monograph on Boundary Value Problems in Queueing System Analysis. The continuation of that research is described in the present monograph. The technique developed in the 1983-monograph has appeared to be quite powerful in the construction of explicit expressions for the generating functions and/or Laplace-Stieltjes transforms of characteristic distributions needed in the performance evaluation of stoachistic models stemming from computer system and telecommunication engineering. The book covers the following topics: One- Dimensional Random Walks; Two-Dimensional Random Walks; the Two-Dimensional Workload Process; and the N-Dimensional Random Walk.
目次
- Part 1 One-dimensional random walks: the left continuous random walk on N0
- the workload process
- fluctuation theory. Part 2 Two-dimensional random walks: the general model
- decomposition of the hitting point identity
- stationary reflection process. Part 3 The two-dimensional workload process: the general model
- decomposition of the hitting point identity
- stationary reflecting process. Part 4 The N-dimensional random walk: the general model
- stationary reflecting process.
「Nielsen BookData」 より
