Stochastic Monotonicity and Queueing Applications of Birth-Death Processes
Author | : Erik van Doorn |
Publisher | : Springer Science & Business Media |
Total Pages | : 125 |
Release | : 2012-12-06 |
ISBN-10 | : 9781461258834 |
ISBN-13 | : 1461258839 |
Rating | : 4/5 (34 Downloads) |
Download or read book Stochastic Monotonicity and Queueing Applications of Birth-Death Processes written by Erik van Doorn and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: A stochastic process {X(t): 0 S t =} with discrete state space S c ~ is said to be stochastically increasing (decreasing) on an interval T if the probabilities Pr{X(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