Level Crossing Methods in Stochastic Models
Publication year: 2008
ISBN: 978-0-387-09421-2
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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.
Subject: Mathematics and Statistics, 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
