Keilson J (27 results)

PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.

Broschiert. Condition: Gut. 184 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 360.

SC. Condition: Gut. Obr., 128s., in gutem Zustand, [LSD6,7b] Deu 400g.

Softcover. First Edition. Octavo, vi, viii, 220 pages. In Very Good minus condition. Paperback binding. Spine pictorial beige with dark brown lettering. Brown covers show slight wear including some scuffs, light soiling and edge wear. Small sticker to the rear. Text block has slight wear including mild age toning to the edges. Very slight wear inferiorly. Illustrated. First edition. NOTE: Shelved in Netdesk Column M, ND-M. 1387336. FP New Rockville Stock.

gebundene Ausgabe. Condition: Gut. 3., völlig neu gestaltete Auflage;. VI, 418 S. : 8 Ill. u. graph. Darst. ; 25 cm Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Deutsch Gewicht in Gramm: 870.

Condition: Fair. Volume 28. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:0387904050.

Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:0387904050.

Paperback. Condition: New. Print on Demand. This book contributes to the fields of probability theory and queueing theory by presenting a mathematically rigorous approach to analyzing the transient behavior of the GI/G/1 queue. The GI/G/1 queue represents a queue with general inter-arrival times and general service times. By formulating the problem as a two-dimensional Lindley process and transforming it to a Hilbert factorization problem, the author derives closed-form expressions for the Laplace transforms of the waiting time distribution and the busy period distribution. These results extend and generalize previous findings for specific queueing models and provide valuable insights into the behavior of queues with arbitrary distributions. The author employs advanced mathematical techniques, including the method of stages, separation of variables, root finding, and linear and tensor algebra, to achieve these solutions. The book is suitable for researchers, graduate students, and practitioners in the fields of operations research, applied probability, and queueing theory who seek a comprehensive understanding of transient queueing analysis. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.

Paperback. Condition: New. Print on Demand. This book delves into a two-priority class queueing system with feedback, analyzing its behavior and providing valuable insights for system design and performance optimization. The author explores service time distributions, feedback probabilities, and priority scheduling, building upon foundational queuing theory principles. The text examines time-dependent queueing processes, focusing on the number of customers in the system and the time spent waiting. It also investigates the busy period, a crucial concept in queueing theory. The author employs a distributed Poisson approximation to model clocked schedules with feedback, extending the applicability of the analysis to real-world systems. Overall, this book offers a comprehensive examination of two-priority class queueing systems, providing valuable knowledge for researchers, practitioners, and students interested in understanding and optimizing complex queuing systems. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.

Condition: New. KlappentextrnrnExcerpt from A Two Priority M/G/1 Queue With FeedbackThe priority system with no feedback has been treated by Keilson and Sumita [9] and the distribution of the low priority customer delay is exhibited there. A much simple.

Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:

Condition: New. In.

PF. Condition: New.

Paperback. Condition: Very Good. Type: Book N.B. Small plain label to inside front cover. Top right corner of front cover rubbed and creased.

Condition: New. pp. 208.

Condition: New.

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly.O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure (2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = [Pmn(t)] - P[N(t) = n I N(O) = m] pet) = exp [-vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law ~ 1 - v-I \* Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N - k Time-reversibility (1.32.42.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.

Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Leineneinband. Condition: Gut. Auflage aus dem Buch nicht ersichtlich. 423 Seiten Das Buch befindet sich in einem gebrauchten, antiquarisch guten bis sehr Zustand. Es ist gebraucht, und besitzt Alters-, Lager- und Gebrauchsspuren, wie Schutzumschlag etwas verfärbt und am Rand gering berieben. Seiten und Schnittkanten auf Grund Alter und Sonnenlicht ebenso leicht verfärbt. Alle diese Mängel nicht übermäßig! Buch ist sauber, ohne Schmierereien, Verschmutzungen oder gravierende Schäden. Im Buch, bis auf alte Preisangaben oder Namenseintrag, keine Einträge. Nichtraucherbuch. Weitere Qualitätsmerkmale / Einschränkungen: Rik130349 Sprache: Deutsch Gewicht in Gramm: 1200.

Amsterdam, Castrum Peregrini Presse, (1972). XV, 423 S. Gr.-8vo. 23 cm. OLn. Chronologie 1868-1933. Mit Orts-Register, Personen-Register u. Werk-Register.- Gutes Exemplar.

XV, 423 SS. Rücken minimal gebleicht. Sauber und gut. - Die Sammlung aller Leben und Werk Stefan Georges betreffenden Daten aus dem gesamten erreichbaren, gedruckt und ungedruckt vorliegenden, Material. Georges Leben in "Tag -und Jahresdaten". Bei Bedarf senden wir Ihnen gerne Bilder dieses Titels via E-Mail. Sprache: Deutsch Gewicht in Gramm: 0 8°, Orig.- Leinwandband mit Rückenschild. 1. Auflage. Gedruckt mit Unterstützung der Deutschen Forschungsgemeinschaft.

Gr.-8°. 423 S., Leinen (Schutzumschlag mit leichten Randläsuren und leicht angestaubt; gut erhalten).

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly.O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure (2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = [Pmn(t)] - P[N(t) = n I N(O) = m] pet) = exp [-vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law ~ 1 - v-I \* Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N - k Time-reversibility (1.32.42.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class. 204 pp. Englisch.

Condition: New. Print on Demand pp. 208 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Condition: New. PRINT ON DEMAND pp. 208.

Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly. O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure ( 2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = [Pmn(t)] ¿ P[N(t) = n I N(O) = m] pet) = exp [-vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law ~ 1 - v-I \* Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N ¿ k Time-reversibility ( 1.3, 2.4, 2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 204 pp. Englisch.