Level crossing methods in stochastic models /
Percy H. Brill.
- 2nd ed.
- xxvii, 559 p. ; 25 cm.
- International series in operations research & management science ; volume 250 .
Includes bibliographical references and index.
Preface; From Preface of First Edition; Acknowledgements; From Acknowledgements of First Edition; Contents; 1 Origin of Level Crossing Method; 1.1 Prologue ; 1.2 Lindley Recursion for GI/G/1 Wait; 1.3 Integral Equation for M/G/1 PDF of Wait #x83;; 1.4 Observations and Questions; 1.5 Further Properties of Integral Equation #x83;; 1.5.1 Connection with Virtual Wait Process; 1.5.2 Looking Upward from Level Zero ; 1.5.3 Integral Equation in Light of the Sample Path; 1.6 Basic Level Crossing Theorem for M/G/1; 1.6.1 Downcrossing and Upcrossing Rates; 1.7 Integral Equation for M/G/1 #x83.