Topics on Regenerative Processes: 1st Edition (Hardback) book cover

Topics on Regenerative Processes

1st Edition

By Vladimir V. Kalashnikov

CRC Press

240 pages

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Hardback: 9780849386411
pub: 1994-06-27
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Description

Regenerative processes are a popular subject in pure and applied probability, as well as in engineering (particularly simulation). This book provides important insight into new methods for investigating regenerative processes. Quantitative estimates play the key role in the book, and all developed methods support possibilities for obtaining such estimates, including probability metrics, test functions, crossing, and coupling. These methods are applied to a variety of problems, such as Markov chains, simulation, queueing systems, storage, and reliability. The book illustrates a unique application of the theory of probability metrics for examining regenerative processes, and it elaborates on the criteria required for uniform-in-time stability of wide sense regenerative processes. New accurate bounds of distribution functions of first occurrence times for regenerative models are also presented.

Reviews

"This is a well-written book on a very specialized topic…useful for students and researchers in this area."

- Publication of the International Statistical Institute

"This book, written by a famous expert in renewal and queueing theories, can serve as an excellent handbook on regenerative processes, and also can be helpful for graduate courses."

- Mathematical Reviews (American Mathematical Society), Issue 96d

Table of Contents

Regenerative Processes

Crossing and Coupling

Ergodicity and Comparison

First Occurrence Times

Applications. Commentaries

References

Subject Index

Subject Categories

BISAC Subject Codes/Headings:
COM059000
COMPUTERS / Computer Engineering
MAT003000
MATHEMATICS / Applied
TEC009000
TECHNOLOGY & ENGINEERING / Engineering (General)