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Level Crossing Methods in Stochastic Models

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...

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Detalles Bibliográficos
Autor principal: Brill, Percy H
Lenguaje:eng
Publicado: Springer 2008
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-0-387-09421-2
http://cds.cern.ch/record/1338296
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author Brill, Percy H
author_facet Brill, Percy H
author_sort Brill, Percy H
collection CERN
description 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 fa
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language eng
publishDate 2008
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spelling cern-13382962021-04-22T01:06:51Zdoi:10.1007/978-0-387-09421-2http://cds.cern.ch/record/1338296engBrill, Percy HLevel Crossing Methods in Stochastic ModelsMathematical Physics and MathematicsSince 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 faSpringeroai:cds.cern.ch:13382962008
spellingShingle Mathematical Physics and Mathematics
Brill, Percy H
Level Crossing Methods in Stochastic Models
title Level Crossing Methods in Stochastic Models
title_full Level Crossing Methods in Stochastic Models
title_fullStr Level Crossing Methods in Stochastic Models
title_full_unstemmed Level Crossing Methods in Stochastic Models
title_short Level Crossing Methods in Stochastic Models
title_sort level crossing methods in stochastic models
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-0-387-09421-2
http://cds.cern.ch/record/1338296
work_keys_str_mv AT brillpercyh levelcrossingmethodsinstochasticmodels