Introduction to Stochastic Level Crossing Techniques

Released on by Percy H. Brill
preview-18

  • Introduction to Stochastic Level Crossing Techniques Book Detail

  • Author : Percy H. Brill
  • Release Date : 2023-09-29
  • Publisher : CRC Press
  • Genre : Business & Economics
  • Pages : 278
  • ISBN 13 : 1000907368
  • File Size : 66,66 MB
DOWNLOAD BOOK

Introduction to Stochastic Level Crossing Techniques by Percy H. Brill PDF Summary

Book Description: Introduction to Stochastic Level Crossing Techniques describes stochastic models and their analysis using the System Point Level Crossing method (abbreviated SPLC or LC). This involves deriving probability density functions (pdfs) or cumulative probability distribution functions (cdfs) of key random variables, applying simple level-crossing limit theorems developed by the author. The pdfs and/or cdfs are used to specify operational characteristics about the stochastic model of interest. The chapters describe distinct stochastic models and associated key random variables in the models. For each model, a figure of a typical sample path (realization, i.e., tracing over time) of the key random variable is displayed. For each model, an analytic (Volterra) integral equation for the stationary pdf of the key random variable is created−by inspection of the sample path, using the simple LC limit theorems. This LC method bypasses a great deal of algebra, usually required by other methods of analysis. The integral equations will be solved directly, or computationally. This book is meant for students of mathematics, management science, engineering, natural sciences, and researchers who use applied probability. It will also be useful to technical workers in a range of professions. Key Features: A description of one representative stochastic model (e.g., a single-server M/G/1 queue; a multiple server M/M/c queue; an inventory system; etc.) Construction of a typical sample path of the key random variable of interest (e.g., the virtual waiting time or workload in queues; the net on-hand inventory in inventory systems; etc.) Statements of the simple LC theorems, which connect the sample-path upcrossing and downcrossing rates across state-space levels, to simple mathematical functions of the stationary pdf of the key random variable, at those state-space levels Creation of (usually Volterra) integral equations for the stationary pdf of the key random variable, by inspection of the sample path Direct analytic solution of the integral equations, where feasible; or, computational solutions of the integral equations Use of the derived stationary pdfs for obtaining operational characteristics of the model

Disclaimer: www.yourbookbest.com does not own Introduction to Stochastic Level Crossing Techniques books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Level Crossing Methods in Stochastic Models

Level Crossing Methods in Stochastic Models

File Size : 54,54 MB
Total View : 5380 Views
DOWNLOAD

From 1972 to 1974, I was working on a PhD thesis entitled Multiple Server Queues with Service Time Depending on Waiting Time.The method of analysis was the embe

Level Crossing Methods in Stochastic Models

Level Crossing Methods in Stochastic Models

File Size : 37,37 MB
Total View : 3786 Views
DOWNLOAD

From 1972 to 1974, I was working on a PhD thesis entitled Multiple Server Queues with Service Time Depending on Waiting Time.The method of analysis was the embe