书目名称 | Level Crossing Methods in Stochastic Models |
编辑 | Percy H. Brill |
视频video | |
概述 | Outlines the original developmental ideas that led to the discovery of the level crossing method in the 1970s and traces their evolution to the present.Demonstrates the flexibility and adaptivity of t |
丛书名称 | International Series in Operations Research & Management Science |
图书封面 |  |
描述 | 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 embedded Markov chain technique, described in the papers [82] and [77]. My analysis involved lengthy, tedious deri- tions of systems of integral equations for the probability density function (pdf) of the waiting time. After pondering for many months whether there might be a faster, easier way to derive the integral equations, I ?nally discovered the basic theorems for such a method in August, 1974. The theorems establish a connection between sample-path level-crossing rates of the virtual wait process and the pdf of the waiting time. This connection was not found anywhere else in the literature at the time. I immediately developed a comprehensive new methodology for deriving the integral equations based on these theorems, and called it system point theory. (Subsequently it was called system point method,or system point level crossing method: SPLC or simply LC.) I rewrote the entire PhD thesis from November 1974 to March 1975, using LC to reach solutions. The new thesis was called System Point Theory in Exponential Queues. On Ju |
出版日期 | Book 20081st edition |
关键词 | M/G/1 queue; Operations Research; Probability distribution; Stochastic model; Stochastic models; dams; emb |
版次 | 1 |
doi | https://doi.org/10.1007/978-0-387-09421-2 |
isbn_ebook | 978-0-387-09421-2Series ISSN 0884-8289 Series E-ISSN 2214-7934 |
issn_series | 0884-8289 |
copyright | Springer-Verlag US 2008 |