Vladimir S Koroliuk's Books

Stochastic Systems In Merging Phase Space

By: Vladimir S Koroliuk,Nikolaos Limnios

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Stochastic Systems In Merging Phase Space

By: Vladimir S Koroliuk,Nikolaos Limnios

This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models.The systems discussed in the book include stochastic additive functionals, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.

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Page Count

348

Publisher

World Scientific

Published Date

ISBN 10

9814479012

ISBN 13

9789814479011

Random Permanents

By: IU. IUrii Vasilevich Borovskikh,Yuri V. Borovskikh,V. Vladimir Semenovich Koroliuk

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Random Permanents

By: IU. IUrii Vasilevich Borovskikh,Yuri V. Borovskikh,V. Vladimir Semenovich Koroliuk

The determination of permanent random measures and the representation of symmetric statistics as functionals of symmetrization random measures with some deterministic kernels, make it possible to clarify the influence of properties of a random measure on the limiting results for symmetric statistics and also to study the influence of the characteristic structure of these kernels. This approach in the theory of symmetric statistics has inspired the authors to investigate random permanents and their generating functions in detail. New limiting results for random permanents are basically obtained by employing the algebraic and analytical properties of the permanents of sampling matrices and their generating functions. This notion allows clarification of different schemes in the asymptotic analysis of symmetric statistics as the size of a sample n tends to infinity.

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Page Count

202

Publisher

VSP

Published Date

ISBN 10

9067641847

ISBN 13

9789067641845

Queueing Theory 2

Advanced Trends

By: Vladimir Anisimov,Nikolaos Limnios

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Queueing Theory 2

Advanced Trends

By: Vladimir Anisimov,Nikolaos Limnios

The aim of this book is to reflect the current cutting-edge thinking and established practices in the investigation of queueing systems and networks. This second volume includes eight chapters written by experts wellknown in their areas. The book conducts a stability analysis of certain types of multiserver regenerative queueing systems; a transient evaluation of Markovian queueing systems, focusing on closed-form distributions and numerical techniques; analysis of queueing models in service sectors using analytical and simulation approaches; plus an investigation of probability distributions in queueing models and their use in economics, industry, demography and environmental studies. This book also considers techniques for the control of information in queueing systems and their impact on strategic customer behavior, social welfare and the revenue of monopolists. In addition, applications of maximum entropy methods of inference for the analysis of a stable M/G/1 queue with heavy tails, and inventory models with positive service time - including perishable items and stock supplied using various algorithmic control policies ((s; S); (r;Q), etc.).

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Page Count

336

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119755220

ISBN 13

9781119755227

Book's by Vladimir S Koroliuk

Stochastic Systems In Merging Phase Space

Stochastic Systems In Merging Phase Space

Random Permanents

Random Permanents

Queueing Theory 2

Queueing Theory 2

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