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Stochastic Monotonicity and Queueing Applications of Birth-Death Processes

Stochastic Monotonicity and Queueing Applications of Birth-Death Processes

Paperback

Series: Lecture Notes in Statistics, Book 4

Probability & Statistics

ISBN10: 0387905472
ISBN13: 9780387905471
Publisher: Springer Nature
Published: Feb 20 1981
Pages: 118
Weight: 0.41
Height: 0.26 Width: 6.14 Depth: 9.21
Language: English
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

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