Stationary stochastic models /

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Bibliographic Details
Author / Creator:Brandt, Andreas author
Imprint:Chichester [England] ; New York : Wiley, c1990.
Description:345 pages ; 24 cm.
Language:English
German
Series:Wiley series in probability and mathematical statistics
Subject:Stationary processes
Stochastic processes
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/1098354
Hidden Bibliographic Details
Other authors / contributors:Franken, P. (Peter)
Lisek, Bernd, 1954-
ISBN:0471921327 : $59.90 (U.S.)
Notes:Includes bibliographical references.
Description
Summary:One of the basic problems arising in the stochastic modeling of systems is the existence and uniqueness of stationary (limiting) distributions of system characteristics. This monograph presents the basic methods for treating an equation due to Borovkov, particularly for functions that appear in queueing theory and related topics as well as some results obtained by means of these methods for some stochastic models. Also considered are relationships among the stationary distributions related to continuous time and to certain embedded epochs, model continuity and insensitivity of stationary distributions concerning the form of the distribution functions of certain input characteristics.
Physical Description:345 pages ; 24 cm.
Bibliography:Includes bibliographical references.
ISBN:0471921327 : $59.90 (U.S.)