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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Stationary Random Processes Associated with Point Processes
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Stationary Random Processes Associated with Point Processes
Tomasz Rolski (Broschiert, Englisch)
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Beschreibung
In this set of notes we study a notion of a random process assoc- ted with a point process. The presented theory was inSpired by q- ueing problems. However it seems to be of interest in other branches of applied probability, as for example reliability or dam theory. Using developed tools, we work out known, aswell as new results from queueing or dam theory. Particularly queues which cannot be… treated by standard techniques serve as illustrations of the theory. In Chapter 1 the preliminaries are given. We acquaint the reader with the main ideas of these notes, introduce some useful notations, concepts and abbreviations. He also recall basic facts from ergodic theory, an important mathematical tool employed in these notes. Finally some basic notions from queues are reviewed. Chapter 2 deals with discrete time theory. It serves two purposes. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech nical details. However the discrete time theory also seems to be of interest itself. There are examples which have no counte~ in continuous time. Chapter 3 deals with continuous time theory. It also contains many basic results from queueing or dam theory. Three applications of the continuous time theory are given in Chapter 4. We show how to use the theory in order to get some useful bounds for the stationary distribution of a random process. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
21.05.1981
Sprache
Englisch
EAN
9780387905754
Herausgeber
Springer US
Serien- oder Bandtitel
Lecture Notes in Statistics
Sonderedition
Nein
Autor
Tomasz Rolski
Seitenanzahl
139
Einbandart
Broschiert
Schlagwörter
Ergodic theory, Punktprozess, Stationärer Prozess, point process, queueing theory
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
Höhe
235 mm
Breite
15.5 cm
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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