This book is about stochastic-process limits - limits in which a sequence of stochastic processes converges to another stochastic process. These are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the statistical regularit
Stochastic-process limits: an introduction to stochastic-process limits and their application to queues
โ Scribed by Ward Whitt
- Publisher
- Springer
- Year
- 2002
- Tongue
- English
- Leaves
- 615
- Series
- Springer series in operations research
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<p>This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of
When the student of engineering or applied science is first exposed to stochastic processes, or noise theory, he is usually content to manipulate random variables formally as if they were ordinary functions. Sometime later the serious student becomes concerned about such problems as the validity of