Author: N. U. PrabhuPublisher:
ISBN:
Category :
Languages : en
Pages : 104
Book Description
Markov-modulated Queueing Systems
Author: N. U. PrabhuWorld Congress of Nonlinear Analysts '92
Author: V. LakshmikanthamPublisher: Walter de Gruyter
ISBN: 3110883236
Category : Mathematics
Languages : en
Pages : 4040
Book Description
Stochastic-Process Limits
Author: Ward WhittPublisher: Springer Science & Business Media
ISBN: 0387217487
Category : Mathematics
Languages : en
Pages : 616
Book Description
From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews
Numerical Solution of Markov Chains
Author: William J. StewartPublisher: CRC Press
ISBN: 9780824784058
Category : Mathematics
Languages : en
Pages : 738
Book Description
Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stationary distributions, including aggregation/disagg
Ruin Probabilities
Author: S?ren AsmussenPublisher: World Scientific
ISBN: 9814282529
Category : Mathematics
Languages : en
Pages : 621
Book Description
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?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.
Matrix-Analytic Methods in Stochastic Models
Author: S. ChakravarthyPublisher: CRC Press
ISBN: 1482292173
Category : Mathematics
Languages : en
Pages : 398
Book Description
Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union.
Performance Evaluation of Computer and Communication Systems
Author: Lorenzo DonatielloPublisher: Springer Science & Business Media
ISBN: 9783540572978
Category : Computers
Languages : en
Pages : 692
Book Description
This volume contains the complete set of tutorial papers presented at the 16th IFIP (International Federation for Information Processing) Working Group 7.3 International Symposium on Computer Performance Modelling, Measurement and Evaluation, and a number of tutorial papers presented at the 1993 ACM (Association for Computing Machinery) Special Interest Group METRICS Conference on Measurement and Modeling of Computer Systems. The principal goal of the volume is to present an overview of recent results in the field of modeling and performance evaluation of computer and communication systems. The wide diversity of applications and methodologies included in the tutorials attests to the breadth and richness of current research in the area of performance modeling. The tutorials may serve to introduce a reader to an unfamiliar research area, to unify material already known, or simply to illustrate the diversity of research in the field. The extensive bibliographies guide readers to additional sources for further reading.
Structured Stochastic Matrices of M/G/1 Type and Their Applications
Author: Marcel F. NeutsPublisher: CRC Press
ISBN: 1000147576
Category : Mathematics
Languages : en
Pages : 536
Book Description
This book deals with Markov chains and Markov renewal processes (M/G/1 type). It discusses numerical difficulties which are apparently inherent in the classical analysis of a variety of stochastic models by methods of complex analysis.
Ruin Probabilities
Author: Soren AsmussenPublisher: World Scientific
ISBN: 9814500321
Category : Mathematics
Languages : en
Pages : 399
Book Description
The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. 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 or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas like queueing theory.
Information Technologies and Mathematical Modelling. Queueing Theory and Applications
Author: Alexander DudinPublisher: Springer Nature
ISBN: 3031093313
Category : Computers
Languages : en
Pages : 383
Book Description
This book constitutes revised selected papers of the 20th International Conference on Information Technologies and Mathematical Modelling, ITMM 2021, named after A.F. Terpugov, held in Tomsk, Russia, in December 2021. Due to the COVID-19 pandemic the conference was held in a virtual mode. The 28 full papers presented in this volume were carefully reviewed and selected from 89 submissions. The conference covers various aspects of information technologies, focusing on queueing theory, stochastic processes, Markov processes, renewal theory, network performance equation and network protocols.