Analytic Methods in Applied Probability :In Memory of Fridrikh Karpelevich ( American Mathematical Society Translations - Series 2 )

Publication subTitle :In Memory of Fridrikh Karpelevich

Publication series :American Mathematical Society Translations - Series 2

Author: Yu. M. Suhov  

Publisher: American Mathematical Society‎

Publication year: 2002

E-ISBN: 9781470434182

P-ISBN(Hardback):  9780821833063

Subject: O211 probability (probability theory, probability theory)

Keyword: 暂无分类

Language: ENG

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Analytic Methods in Applied Probability

Description

This volume is dedicated to F. I. Karpelevich, an outstanding Russian mathematician who made important contributions to applied probability theory. The book contains original papers focusing on several areas of applied probability and its uses in modern industrial processes, telecommunications, computing, mathematical economics, and finance. It opens with a review of Karpelevich's contributions to applied probability theory and includes a bibliography of his works. Other articles discuss queueing network theory, in particular, in heavy traffic approximation (fluid models). The book is suitable for graduate students, theoretical and applied probabilists, computer scientists, and engineers.

Chapter

Title page

Copyright page

Contents

Foreword

Karpelevich’s contribution to applied probability

A note on an 𝑀/𝐺/1 queue with a waiting server, timer, and vacations

Asymptotics for the maximum of a modulated random walk with heavy-tailed increments

Stochastic networks and activity analysis

Stability bounds for queueing models in terms of weighted metrics

Context-free evolution of words

The maximum of a tree-indexed random process, with applications

Stochastic bounds for fast Jackson networks

Markov chains in a wedge with excitable boundaries

Selecting the shortest of two queues, improved

Stability of global LIFO networks

Scheduling for multiple flows sharing a time-varying channel: The exponential rule

New ratio limit theorems for Markov chains

Stability of patchwork-JSQ feedback networks

Back Cover

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