Analytic Methods in Applied Probability: In Memory of Fridrikh Karpelevich

Front Cover
American Mathematical Soc., 2002 - Mathematics - 217 pages
This volume is dedicated to F. I. Karpelevich, an outstanding Russian mathematician who made important contributions to applied probability theory. The book contains original papers focusing on several areas of applied probability and its uses in modern industrial processes, telecommunications, computing, mathematical economics, and finance. It opens with a review of Karpelevich's contributions to applied probability theory and includes a bibliography of his works. Other articles discuss queueing network theory, in particular, in heavy traffic approximation (fluid models). The book is suitable for graduate students, theoretical and applied probabilists, computer scientists, and engineers.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Selected pages

Contents

Karpelevichs Contribution to Applied Probability
1
A Note on an MG1 Queue with a Waiting Server Timer and Vacations
25
Asymptotics for the Maximum of a Modulated Random Walk with HeavyTailed Increments
37
Stochastic Networks and Activity Analysis
53
Stability Bounds for Queueing Models in Terms of Weighted Metrics
77
Contextfree Evolution of Words
91
The Maximum of a TreeIndexed Random Process with Applications
115
Stochastic Bounds for Fast Jackson Networks
133
Markov Chains in a Wedge with Excitable Boundaries
141
Selecting the Shortest of Two Queues Improved
165
Stability of Global LIFO Networks
177
The Exponential Rule
185
New Ratio Limit Theorems for Markov Chains
203
Stability of PatchworkJSQ Feedback Networks
213
Copyright

Common terms and phrases

Bibliographic information