Stationary stochastic models
By: Andreas Brandt, Peter Franken, Bernd Lisek.
Contributors: Franken, P.; Lisek, Bernd, 1954-
Series: Wiley series in probability and mathematical statistics.
Publisher: Wiley
Published: 1990
Place of publication: Chichester [England]; New York
Language: eng; ger
Format: Hardcover
Number of pages: 344
Subjects: Stationary processes.; Stochastic processes.
Notes: Includes bibliographical references (p. [328]-339) and indexes.
Table of contents: title: - Recursive stochastic equations; title: - weak and strong solutions; title: - ergodic weak solutions; title: - construction of stationary weak and strong solutions; title: - Wald's identity for dependent random variables; title: - model continuity in the presence of renewing epochs; title: - method of metric modification; title: - continuity of weak solutions; the case of stationary Markov chains; stationary sequences and stationary marked point processes; title: - ergodic marked point processes; continuous time models; title: - stochastic processes with an embedded point process; title: - semi-Markov and semi-regenerative processes; title: - continuous time state processes; title: - recursive stochastic equations in continuous time; arrival-stationary queuing processes: existence and uniqueness; title: - notations; title: - the system; title: - single server queue; title: - the system with FCFS queueing discipline; title: - the system with cyclic queueing discipline; title: - the single server queue with warming-up; title: - the many server loss system with repeated call attempts; title: - open networks of loss systems; relationships between arrival, time and departure stationary queueing processes; title: - Poisson arrivals see time averages (PASTA); title: - the number of customers; title: - the busy cycle; title: - Takaes' and Pollaczek-Khinchin formulae; batch-arrival stationary queuing processes; title: - the system with geometrically distributed batch size; title: - constant batch size; title: - single server queue with batch arrivals; title: - feedback queues; title: - comparing batch delays and customer delays; continuity of queueing models; further models; title: - the stochastic equation with stationary coefficients; title: - stability of robust filter cleaners; title: - non-contractivity of the filters; title: - a further method for constructing solutions of recursive stochastic equations; title: - the filter with fixed scale; title: - variable scale.; title: - Bibliography; title: - Index