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Level Crossing Methods in Stochastic Models

  • Percy H.┬áBrill

Part of the International Series in Operations Research & Management Science book series (ISOR, volume 123)

Table of contents

  1. Front Matter
    Pages 1-21
  2. Percy H Brill
    Pages 1-17
  3. Percy H Brill
    Pages 1-30
  4. Percy H Brill
    Pages 1-114
  5. Percy H Brill
    Pages 1-93
  6. Percy H Brill
    Pages 1-44
  7. Percy H Brill
    Pages 1-49
  8. Percy H Brill
    Pages 1-21
  9. Percy H Brill
    Pages 1-15
  10. Percy H Brill
    Pages 1-21
  11. Percy H Brill
    Pages 1-50
  12. Back Matter
    Pages 1-26

About this book

Introduction

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 methods in a variety of stochastic models including: queues, inventories, dams, renewal models, counter models, pharmacokinetics, and the natural sciences. Results for both steady-state and transient distributions are given, and numerous examples help the reader apply the method to solve problems faster, more easily, and more intuitively.

The book includes introductory material for readers new to the area, as well as advanced material for experienced users of the method, highlighting its usefulness for analyzing a broad class of models and illustrating its flexibility and adaptivity. The concepts, techniques, examples, applications and theoretical results in this book may suggest potentially new theory and new applications. The result is an essential resource for researchers, students, and professionals in operations research, management science, engineering, applied probability, statistics, actuarial science, mathematics, and the natural sciences.

 

 

Keywords

M/G/1 queue Operations Research Probability distribution Stochastic model Stochastic models dams embedded process estimation inventories level crossing linear optimization queues sample path statistics system point

Authors and affiliations

  • Percy H.┬áBrill
    • 1
  1. 1.Faculty of Business, Dept. Management Science,University of WindsorWindsorCanada

Bibliographic information

  • DOI https://doi.org/10.1007/978-0-387-09421-2
  • Copyright Information Springer Science+Business Media, LLC 2008
  • Publisher Name Springer, Boston, MA
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-0-387-09420-5
  • Online ISBN 978-0-387-09421-2
  • Series Print ISSN 0884-8289
  • Buy this book on publisher's site