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Q&A | February 27, 2014

Rene Denfeld: IMG Powell’s Q&A: Rene Denfeld



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    The Enchanted

    Rene Denfeld 9780062285508

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This title in other editions

Other titles in the International Series in Operations Research & Management Science series:

Sample-Path Analysis of Queueing Systems

by

Sample-Path Analysis of Queueing Systems Cover

 

Synopses & Reviews

Publisher Comments:

Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish useful performance measures. The intuitive deterministic approach of this book will give researchers, teachers, practitioners, and students better insights into many results in queueing theory. The simplicity and intuitive appeal of the arguments will make these results more accessible, with no sacrifice of mathematical rigor. Recent topics such as pathwise stability are also covered in this context. The book consistently takes the point of view of focusing on one sample path of a stochastic process. Hence, it is devoted to providing pure sample-path arguments. With this approach it is possible to separate the issue of the validity of a relationship from issues of existence of limits and/or construction of stationary framework. Generally, in many cases of interest in queueing theory, relations hold, assuming limits exist, and the proofs are elementary and intuitive. In other cases, proofs of the existence of limits will require the heavy machinery of stochastic processes. The authors feel that sample-path analysis can be best used to provide general results that are independent of stochastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. This book focuses on the first part of the picture. It does however, provide numerous examples that invoke stochastic assumptions, which typically are presented at the ends of the chapters.

Book News Annotation:

Uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queuing systems and more general input-output systems. Deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish performance measures. El-Taha (mathematics and statistics, U. of Southern Maine) and Stidham (operations research, U. of North Carolina) believe that sample-path analysis can be best used to provide general results that are independent of stochastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. Annotation c. by Book News, Inc., Portland, OR (booknews@booknews.com)

Synopsis:

Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish useful performance measures. The intuitive deterministic approach of this book will give researchers, teachers, practitioners, and students better insights into many results in queueing theory. The simplicity and intuitive appeal of the arguments will make these results more accessible, with no sacrifice of mathematical rigor. Recent topics such as pathwise stability are also covered in this context.The book consistently takes the point of view of focusing on one sample path of a stochastic process. Hence, it is devoted to providing pure sample-path arguments. With this approach it is possible to separate the issue of the validity of a relationship from issues of existence of limits and/or construction of stationary framework. Generally, in many cases of interest in queueing theory, relations hold, assuming limits exist, and the proofs are elementary and intuitive. In other cases, proofs of the existence of limits will require the heavy machinery of stochastic processes. The authors feel that sample-path analysis can be best used to provide general results that are independent of stochastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. This book focuses on the first part of the picture. It does however, provide numerous examples that invoke stochasticassumptions, which typically are presented at the ends of the chapters.

Description:

Includes bibliographical references (p. [275]-291) and index.

Table of Contents

Preface. 1. Introduction and Overview. 2. Background and Fundamental Results. 3. Processes with General State Space. 4. Processes with Countable State Space. 5. Sample-Path Stability. 6. Little's Formula and Extensions. 7. Insensitivity of Queueing Networks. 8. Sample-Path Approach to Palm Calculus. Appendices. A. Ergodic Theory and Random Marked Point Processes. B. Limit Theorems for Markov and Regenerative Processes. C. Stability in Stochastic Models. References. Index.

Product Details

ISBN:
9780792382102
Author:
El-Taha, Muhammad
Author:
Stidham, Shaler
Author:
El-Taha, Muhammad
Author:
Stidham Jr, Shaler
Publisher:
Springer
Location:
Boston
Subject:
General
Subject:
Linear Programming
Subject:
Operations Research
Subject:
Queuing theory
Subject:
Path analysis.
Subject:
Probability & Statistics - General
Subject:
Sample path analysis
Subject:
Operations Research/Decision Theory
Subject:
Probability Theory and Stochastic Processes
Subject:
OPTIMIZATION
Subject:
Business Writing
Subject:
Operation Research/Decision Theory
Copyright:
Edition Description:
Book
Series:
International series in operations research & management science ;
Series Volume:
11
Publication Date:
19980831
Binding:
HARDCOVER
Language:
English
Pages:
308
Dimensions:
235 x 155 mm 1370 gr

Related Subjects

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» Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Sample-Path Analysis of Queueing Systems New Hardcover
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Product details 308 pages Kluwer Academic Publishers - English 9780792382102 Reviews:
"Synopsis" by , Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish useful performance measures. The intuitive deterministic approach of this book will give researchers, teachers, practitioners, and students better insights into many results in queueing theory. The simplicity and intuitive appeal of the arguments will make these results more accessible, with no sacrifice of mathematical rigor. Recent topics such as pathwise stability are also covered in this context.The book consistently takes the point of view of focusing on one sample path of a stochastic process. Hence, it is devoted to providing pure sample-path arguments. With this approach it is possible to separate the issue of the validity of a relationship from issues of existence of limits and/or construction of stationary framework. Generally, in many cases of interest in queueing theory, relations hold, assuming limits exist, and the proofs are elementary and intuitive. In other cases, proofs of the existence of limits will require the heavy machinery of stochastic processes. The authors feel that sample-path analysis can be best used to provide general results that are independent of stochastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. This book focuses on the first part of the picture. It does however, provide numerous examples that invoke stochasticassumptions, which typically are presented at the ends of the chapters.
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