Analysis of Random Walks
1st Edition
Published on 15. December 2006
Book
Hardback
400 pages
978-90-5199-086-7 (ISBN)
Description
In 1983 O.J. Boxma and the author have published a research monograph on Boundary Value Problems in Queueing System Analysis. The continuation of that research is described in the present monograph. The technique developed in the 1983-monograph has appeared to be quite powerful in the construction of explicit expressions for the generating functions and/or Laplace-Stieltjes transforms of characteristic distributions needed in the performance evaluation of stoachistic models stemming from computer system and telecommunication engineering. The book covers the following topics: One- Dimensional Random Walks; Two-Dimensional Random Walks; the Two-Dimensional Workload Process; and the N-Dimensional Random Walk.
More details
Language
English
Place of publication
London
Netherlands
Publishing group
IOS Press
Target group
College/higher education
Professional and scholarly
Illustrations
black & white illustrations
ISBN-13
978-90-5199-086-7 (9789051990867)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Content
Part 1 One-dimensional random walks: the left continuous random walk on N0; the workload process; fluctuation theory. Part 2 Two-dimensional random walks: the general model; decomposition of the hitting point identity; stationary reflection process. Part 3 The two-dimensional workload process: the general model; decomposition of the hitting point identity; stationary reflecting process. Part 4 The N-dimensional random walk: the general model; stationary reflecting process.