Level Crossing Methods in Stochastic Models

Rezensionen / Stimmen

From the reviews:

This excellent book by the originator of level crossing methods for stochastic models is a highly welcome addition to the literature on queues and inventories. The level crossing method is very powerful and sometimes results in extremely quick and easy derivations when compared with other methods. This book is in a class by itself for its focus on level crossing and for its breadth of coverage, and abundance of new ideas. Some applications of the method even deserve to be inserted into standard texts on stochastic models. Researchers will find a wealth of ideas in this book just waiting for consideration. I suspect that the book will result in a number of dissertations which develop and apply some of the methods presented.

Dr. Myron Hlynka, Department of Mathematics & Statistics, University of Windsor

"As the title indicates, this monograph explores the LC method thoroughly for obtaining probability distributions of state variables in a variety of stochastic models. . The book is intended for research-and-applications-oriented workers in operations research, management science, engineering, probability and statistics, actuarial science, mathematics and the natural sciences. Intended for a large audience . . The book is a welcome addition to any library frequented by researchers interested in stochastic modelling." (Sreenivasan Ravi, Mathematical Reviews, Issue 2009 m)

"Level Crossing Methods in Stochastic Models is a book that describes how such methods can be used to analyse a variety of stochastic models including M/G/1 queues (and variants), M/M/c queues, G/M/c queues, multi-dimensional models, inventory models, and many others. . Overall, the book is well written . . I recommend the book for anyone doing research in queuing or stochastic models. The book is also helpful as a reference in that it summarizes results for a wide variety of systems." (J. Shortle, Journal of theOperational Research Society, Vol. 61 (5), 2010)

"The book is aimed at the serious researcher in stochastic models, and is loaded with potential research topics. . If someone is working on a new stochastic model, my advice is to examine this book for a related model and try to adopt the methods of the book to the new model. . I highly recommend the book. . There is a large international community of researchers in queueing and stochastic models. It's time to queue up to purchase this book." (Myron Hlynka, Technometrics, Vol. 51 (3), August, 2009)