株式会社極東書店トップ ＞ 商品一覧 ＞ Stochastic-Process Limits : An Introduction to Stochastic-Process Limits and Their Application to Queues. Softcover reprint of the original 1st ed. 2002.
商品詳細
Stochastic-Process Limits : An Introduction to Stochastic-Process Limits and Their Application to Queues. Softcover reprint of the original 1st ed. 2002.
・ISBN 978-1-4419-2969-3 paper EUR 149.99
￥40,091.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Whitt, Ward, |
|---|---|
| シリーズ | Springer Series in Operations Research and Financial Engineering |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2011 |
| ページ数 | 602 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-21466＞ |
解説
Stochastic Process Limits are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the statistical regularity associated with a macroscopic view of uncertainty.
This book emphasizes the continuous-mapping approach to obtain new stochastic-process limits from previously established stochastic-process limits. The continuous-mapping approach is applied to obtain heavy-traffic-stochastic-process limits for queueing models, including the case in which there are unmatched jumps in the limit process. These heavy-traffic limits generate simple approximations for complicated queueing processes and they reveal the impact of variability upon queueing performance. The book will be of interest to researchers and graduate students working in the areas of probability, stochastic processes, and operations research. In addition this book won the 2003 Lanchester Prize for the best contribution to Operation Research and Management in English, see: http://www.informs.org/Prizes/LanchesterPrize.html