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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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Lenguaje: | eng |
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Springer
2008
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Acceso en línea: | https://dx.doi.org/10.1007/978-0-387-09421-2 http://cds.cern.ch/record/1338296 |
_version_ | 1780921862157500416 |
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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 |
id | cern-1338296 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 2008 |
publisher | Springer |
record_format | invenio |
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 |