Level Crossing Methods in Stochastic Models

• Main Author: Brill, Percy H. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US : Imprint: Springer, 2008.
• Series: International Series in Operations Research & Management Science, 123
• Subjects: Mathematics.; Production management.; Operations research.; Decision making.; Computer system failures.; Mathematical models.; Probabilities.; Industrial engineering.; Production engineering.; Mathematical Modeling and Industrial Mathematics.; Probability Theory and Stochastic Processes.; Operation Research/Decision Theory.; Industrial and Production Engineering.; Operations Management.; System Performance and Evaluation.

Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly popular among researchers. This volume traces the evolution of level crossing theory for obtaining probability distributions of state variables and demonstrates solution...

Table of Contents:

• Origin Of Level Crossing Method
• Sample Path And System Point
• M/G/1 Queues And Variants
• M/M/C Queues
• G/M/c Queues
• Dams and Inventories
• Multi-Dimensional Models
• Embedded Level Crossing Method
• Level Crossing Estimation
• Additional Applications.