Analysis of Random Walks

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Editor
Cohen, J.W.
Pub. date
January 1992
Pages
390
Binding
hardcover
Volume
2 of Studies in Probability, Optimization and Statistics
ISBN print
978-90-5199-086-7
Subject
Electronics/Mechanics, Mathematics

In 1983 O.J. Boxma and the author published a research monograph on Boundary Value Problems in Queueing System Analysis. The continuation of that research is described in the present monograph. The technique developed in the 1983-monograph has appeared to be quite powerful in the construction of explicit expressions for the generating functions and/or Laplace-Stieltjes transforms of characteristic distributions needed in the performance evaluation of stoachistic models stemming from computer system and telecommunication engineering. The book covers the following topics: One- Dimensional Random Walks; Two-Dimensional Random Walks; the Two-Dimensional Workload Process; and the N-Dimensional Random Walk.