Journal ArticleDOI
Comparison Methods for Queues and Other Stochastic Models
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A new book enPDFd comparison methods for queues and other stochastic models that can be a new way to explore the knowledge and one thing to always remember in every reading time, even step by step is shown.Abstract:
Studies stochastic models of queueing, reliability, inventory, and sequencing in which random influences are considered. One stochastic mode--rl is approximated by another that is simpler in structure or about which simpler assumptions can be made. After general results on comparison properties of random variables and stochastic processes are given, the properties are illustrated by application to various queueing models and questions in experimental design, renewal and reliability theory, PERT networks and branching processes.read more
Citations
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Journal ArticleDOI
Lower bounds for covering times for reversible Markov chains and random walks on graphs
TL;DR: For simple random walk on aN-vertex graph, the mean time to cover all vertices is at leastcN log(N), wherec>0 is an absolute constant, deduced from a more general result about stationary finite-state reversible Markov chains.
Journal ArticleDOI
Stability, queue length, and delay of deterministic and stochastic queueing networks
TL;DR: The notion of MER with respect to /spl theta/ is shown to be equivalent to the recently developed notion of effective bandwidth in communication networks.
Journal ArticleDOI
On A Routing Problem
TL;DR: A modified version of the methods uses a coupling to give strong support to the design principle: It is better with few but quick servers.
Journal ArticleDOI
The Fourier-series method for inverting transforms of probability distributions
Joseph Abate,Ward Whitt +1 more
TL;DR: This paper reviews the Fourier-series method for calculating cumulative distribution functions (cdf's) and probability mass functions (pmf's) by numerically inverting characteristic functions, Laplace transforms and generating functions and describes two methods for inverting Laplace transform based on the Post-Widder inversion formula.
Book
Actuarial Theory for Dependent Risks: Measures, Orders and Models
TL;DR: In this article, the authors provide an essential guide to managing modern financial risk by combining coverage of stochastic order and risk measure theories with the basics of risk management, including dependence concepts and dependence orderings.
References
More filters
Journal ArticleDOI
Lower bounds for covering times for reversible Markov chains and random walks on graphs
TL;DR: For simple random walk on aN-vertex graph, the mean time to cover all vertices is at leastcN log(N), wherec>0 is an absolute constant, deduced from a more general result about stationary finite-state reversible Markov chains.
Journal ArticleDOI
Stability, queue length, and delay of deterministic and stochastic queueing networks
TL;DR: The notion of MER with respect to /spl theta/ is shown to be equivalent to the recently developed notion of effective bandwidth in communication networks.
Journal ArticleDOI
On A Routing Problem
TL;DR: A modified version of the methods uses a coupling to give strong support to the design principle: It is better with few but quick servers.
Journal ArticleDOI
The Fourier-series method for inverting transforms of probability distributions
Joseph Abate,Ward Whitt +1 more
TL;DR: This paper reviews the Fourier-series method for calculating cumulative distribution functions (cdf's) and probability mass functions (pmf's) by numerically inverting characteristic functions, Laplace transforms and generating functions and describes two methods for inverting Laplace transform based on the Post-Widder inversion formula.
Book
Actuarial Theory for Dependent Risks: Measures, Orders and Models
TL;DR: In this article, the authors provide an essential guide to managing modern financial risk by combining coverage of stochastic order and risk measure theories with the basics of risk management, including dependence concepts and dependence orderings.