Stochastic Monotonicity and Queueing Applications of Birth-Death Processes

By Erik Van Doorn

A stochastic process {X(t): 0 S t i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basic structural property for process behaviour. It gives rise to meaningful bounds for various quantities such as the moments of the process, and provides the mathematical groundwork for approximation algorithms. Obviously, stochastic monotonicity becomes a more tractable subject for analysis if the processes under consideration are such that stochastic mono tonicity on an inter- val 0

• Format: Paperback
• Language: English
• ISBN: 0387905472
• ISBN13: 9780387905471
• Release Date: February 1981
• Publisher: Springer
• Length: 118 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"