Stochastic Storage Processes
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Stochastic Storage Processes
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Author : N.U. Prabhu
language : en
Publisher: Springer
Release Date : 2012-09-27
Stochastic Storage Processes written by N.U. Prabhu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-27 with Mathematics categories.
A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised and simplified. With its prerequisite of a graduate-level course in probability and stochastic processes, this book can be used as a text for an advanced course on applied probability models.
Stochastic Storage Processes
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Author : Narahari Umanath Prabhu
language : en
Publisher:
Release Date : 1980
Stochastic Storage Processes written by Narahari Umanath Prabhu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Queuing theory categories.
Stochastic Storage Processes
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Author : N. U. Prabhu
language : en
Publisher: Springer
Release Date : 2012
Stochastic Storage Processes written by N. U. Prabhu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
This book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a text I used my earlier book, Queues and Inventories (John Wiley, New York, 1965). Over the years the emphasis in this course shifted from detailed analysis of probability models to the study of stochastic processes that arise from them, and the subtitle of the text, "A Study of Their Basic Stochastic Processes," became a more appropriate description of the course. My own research into the fluctuation theory for U:vy processes provided a new perspective on the topics discussed, and enabled me to reorganize the material. The lecture notes used for the course went through several versions, and the final version became this book. A detailed description of my approach will be found in the Introduction. I have not attempted to give credit to authors of individual results. Readers interested in the historical literature should consult the Selected Bibliography given at the end of the Introduction. The original work in this area is presented here with simpler proofs that make full use of the special features of the underlying stochastic processes. The same approach makes it possible to provide several new results. Thanks are due to Kathy King for her excellent typing of the manuscript.
Stochastic Storage Processes
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Author : N U Prabhu
language : en
Publisher:
Release Date : 1997-12-05
Stochastic Storage Processes written by N U Prabhu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12-05 with categories.
Stochastic Storage Processes
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Author : Narahari U Prabhu
language : en
Publisher:
Release Date : 1980-12-01
Stochastic Storage Processes written by Narahari U Prabhu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980-12-01 with categories.
Stochastic Storage Processes
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Author : Narahari U. Prabhu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Storage Processes written by Narahari U. Prabhu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a text I used my earlier book, Queues and Inventories (John Wiley, New York, 1965). Over the years the emphasis in this course shifted from detailed analysis of probability models to the study of stochastic processes that arise from them, and the subtitle of the text, "A Study of Their Basic Stochastic Processes," became a more appropriate description of the course. My own research into the fluctuation theory for U:vy processes provided a new perspective on the topics discussed, and enabled me to reorganize the material. The lecture notes used for the course went through several versions, and the final version became this book. A detailed description of my approach will be found in the Introduction. I have not attempted to give credit to authors of individual results. Readers interested in the historical literature should consult the Selected Bibliography given at the end of the Introduction. The original work in this area is presented here with simpler proofs that make full use of the special features of the underlying stochastic processes. The same approach makes it possible to provide several new results. Thanks are due to Kathy King for her excellent typing of the manuscript.
Adventures In Stochastic Processes
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Author : Sidney I. Resnick
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-11
Adventures In Stochastic Processes written by Sidney I. Resnick and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-11 with Mathematics categories.
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book. The tools of applied probability---discrete spaces, Markov chains, renewal theory, point processes, branching processes, random walks, Brownian motion---are presented to the reader in illuminating discussion. Applications include such topics as queuing, storage, risk analysis, genetics, inventory, choice, economics, sociology, and other. Because of the conviction that analysts who build models should know how to build them for each class of process studied, the author has included such constructions.
Stochastic Image Processing
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Author : Chee Sun Won
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-03-31
Stochastic Image Processing written by Chee Sun Won and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-31 with Computers categories.
Stochastic Image Processing provides the first thorough treatment of Markov and hidden Markov random fields and their application to image processing. Although promoted as a promising approach for over thirty years, it has only been in the past few years that the theory and algorithms have developed to the point of providing useful solutions to old and new problems in image processing. Markov random fields are a multidimensional extension of Markov chains, but the generalization is complicated by the lack of a natural ordering of pixels in multidimensional spaces. Hidden Markov fields are a natural generalization of the hidden Markov models that have proved essential to the development of modern speech recognition, but again the multidimensional nature of the signals makes them inherently more complicated to handle. This added complexity contributed to the long time required for the development of successful methods and applications. This book collects together a variety of successful approaches to a complete and useful characterization of multidimensional Markov and hidden Markov models along with applications to image analysis. The book provides a survey and comparative development of an exciting and rapidly evolving field of multidimensional Markov and hidden Markov random fields with extensive references to the literature.
An Analysis Of Some Stochastic Storage Processes
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Author : Carter Payne Browning
language : en
Publisher:
Release Date : 2013
An Analysis Of Some Stochastic Storage Processes written by Carter Payne Browning and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Queuing theory categories.