Analysis of random walks
Author(s)
Bibliographic Information
Analysis of random walks
（Studies in probability, optimization, and statistics, v. 2）
IOS Press, 1992
Available at / 36 libraries
-
No Libraries matched.
- Remove all filters.
Note
Includes bibliographical references (p. 375-377) and indexes
Description and Table of Contents
Description
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.
Table of Contents
- 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.
by "Nielsen BookData"
