Author: Jacob Willem CohenPublisher:
ISBN:
Category :
Languages : en
Pages : 25
Book Description
Heavy-traffic Limit Theorems for the Heavy-tailed GI/G/1 Queue
Author: Jacob Willem CohenHeavy-traffic Limit Theorems for the Heavy-tailed Gl/G/1 Queue
Author: Jacob Willem CohenWeak Convergence Theorems for Queues in Heavy Traffic
Author: Ward WhittPublisher:
ISBN:
Category : Queuing theory
Languages : en
Pages : 436
Book Description
Limit theorems are proved for unstable queueing systems. The GI/G/1 queue is the primary concern, but the theorems apply to more general systems in which the various independence assumptions are relaxed. Bulk queues, queues with several servers (GI/M/s), queues with a finite waiting room, and dams are also discussed. (Author).
Heavy-Tail Phenomena
Author: Sidney I. ResnickPublisher: Springer Science & Business Media
ISBN: 0387242724
Category : Business & Economics
Languages : en
Pages : 412
Book Description
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
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
Heavy-traffic Theory for the Heavy-tailed M/G/1 Queue and V-stable Lévy Noise Traffic
Author: Jacob Willem CohenFunctional Limit Theorems for the Queue GI/G/1 in Light Traffic
Author: Stanford University. Department of Operations ResearchPublisher:
ISBN:
Category :
Languages : en
Pages : 28
Book Description
A GI/G/1 queueing system in light traffic has the property of returning to the idle state infinitely often. The purpose of the paper is to exploit this property to develop limit theorems for several processes generated by this system. The principal processes of interest are the following: W sub n, the waiting time of the nth customer; Q(t), the number of customers in the system at time t; W(t), the virtual waiting time at time t; B(t), the amount of time the server is busy in (O, t); I(t), the amount of tie the server is idle in (O, t); and D(t), the cumulative number of customers departing the system in (O, t).
Applied Probability and Queues
Author: Soeren AsmussenPublisher: Springer Science & Business Media
ISBN: 0387215255
Category : Mathematics
Languages : en
Pages : 451
Book Description
"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS
A Heavy-traffic Theorem for the GI/G/1 Queue with a Pareto-type Service Time Distribution
Author: Jacob Willem CohenSelf-Similar Network Traffic and Performance Evaluation
Author: Kihong ParkPublisher: Wiley-Interscience
ISBN:
Category : Computers
Languages : en
Pages : 584
Book Description
A collection of work from top researchers in the field, this book covers all aspects of self-similar network traffic. Readers will gain a better understanding of these networks through a broad introduction to the topic, as well as suggestions for future research.