Point Processes and Queues
Martingale Dynamics
Published on 8. September 1981
Book
Hardback
XX, 356 pages
978-0-387-90536-5 (ISBN)
Description
From the Introduction: " The emphasis has been placed on topics of interest in systems science at large.The level of exposition and the inclusion of a large number of exercises with complete detailed solutions make this book usable as a text for graduate students in applied probability, electrical engineering, computer science, and operations research. The prerequisites in probability and random processes are recalled in the Appendices."
More details
Series
Language
English
Place of publication
New York, NY
United States
Target group
Professional and scholarly
Research
Product notice
Laminated cover
Illustrations
31 figs. XIX,354 pages.
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Thickness: 22 mm
Weight
1570 gr
ISBN-13
978-0-387-90536-5 (9780387905365)
DOI
10.1007/978-1-4684-9477-8
Schweitzer Classification
Other editions
Additional editions
Book
06/2012
Springer
€144.40
Article exhausted; check different version
Content
Introduction.- Special Notations.- Martingales.- Point Processes, Queues, and Intensities.- Integral Representation of Point-Process Martingales.- Filtering.- Flows in Markovian Networks of Queues.- Likelihood Ratios.- Optimal Control.- Marked Point Processes.- A1 Background in Probability and Stochastic Processes.- A2 Stopping Times and Point-Process Histories.- A3 Wiener-Driven Dynamical Systems.- A4 Stieltjes-Lebesgue Calculus.- General Bibliography.- Index.