Stochastic Monotonicity and Queueing Applications of Birth-Death Processes
Language: English
Published by Springer, 1981
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 56.99
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Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - A stochastic process {X(t): 0 S t i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basic structural property for process behaviour. It gives rise to meaningful bounds for various quantities such as the moments of the process, and provides the mathematical groundwork for approximation algorithms. Obviously, stochastic monotonicity becomes a more tractable subject for analysis if the processes under consideration are such that stochastic mono tonicity on an inter val 0 t E implies stochastic monotonicity on the entire time axis. DALEY (1968) was the first to discuss a similar property in the context of discrete time Markov chains. Unfortunately, he called this property 'stochastic monotonicity', it is more appropriate, however, to speak of processes with monotone transition operators. KEILSON and KESTER (1977) have demonstrated the prevalence of this phenomenon in discrete and continuous time Markov processes. They (and others) have also given a necessary and sufficient condition for a (temporally homogeneous) Markov process to have monotone transition operators. Whether or not such processes will be stochas tically monotone as defined above, now depends on the initial state distribution. Conditions on this distribution for stochastic mono tonicity on the entire time axis to prevail were given too by KEILSON and KESTER (1977).…
Seller Inventory # 9780387905471
- Title
- Stochastic Monotonicity and Queueing Applications of Birth-Death Processes
- Author
- Erik Van Doorn
- Publisher
- Springer
- Publication year
- 1981
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 0387905472
- ISBN 13
- 9780387905471
- Item weight
- 201 grams
- Dimensions
- 235x155x8 mm
"Synopsis" may belong to another edition of this title.
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