Overview
- Brings the techniques of Level Crossing Methods completely up to date
- New section on actuarial ruin models, and separate chapter on renewal theory
- Author is the leading authority and inventor of Level Crossing Methods
- Includes supplementary material: sn.pub/extras
Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 250)
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About this book
The second edition includes a new section with a novel derivation of the Beneš series for M/G/1 queues. It provides new results on the service time for three M/G/I queueing models with bounded workload. It analyzes new applications of queues where zero-wait customers getexceptional service, including several examples on M/G/1 queues, and a new section on G/M/1 queues. Additionally, there are two other important new sections: on the level-crossing derivation of the finite time-t probability distributions of excess, age, and total life, in renewal theory; and on a level-crossing analysis of a risk model in Insurance.
The original Chapter 10 has been split into two chapters: the new chapter 10 is on renewal theory, and the first section of the new Chapter 11 is on a risk model. More explicit use is made of the renewal reward theorem throughout, and many technical and editorial changes have been made to facilitate readability.
Percy H. Brill, Ph.D., is a Professor emeritus at the University of Windsor, Canada. Dr. Brill is the creator of the level crossing method for analyzing stochastic models. He has published extensively in stochastic processes, queueing theory and related models, especially using level crossing methods.
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Bibliographic Information
Book Title: Level Crossing Methods in Stochastic Models
Authors: Percy H. Brill
Series Title: International Series in Operations Research & Management Science
DOI: https://doi.org/10.1007/978-3-319-50332-5
Publisher: Springer Cham
eBook Packages: Business and Management, Business and Management (R0)
Copyright Information: Springer International Publishing AG 2017
Hardcover ISBN: 978-3-319-50330-1Published: 12 May 2017
Softcover ISBN: 978-3-319-84375-9Published: 28 July 2018
eBook ISBN: 978-3-319-50332-5Published: 04 May 2017
Series ISSN: 0884-8289
Series E-ISSN: 2214-7934
Edition Number: 2
Number of Pages: XXVII, 559
Number of Illustrations: 97 b/w illustrations, 27 illustrations in colour
Topics: Operations Research/Decision Theory, Operations Research, Management Science