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In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to …
The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to …
In many complex systems one can distinguish "fast" and "slow" processes with radically di?erent velocities. In mathematical models based on di?er- …
Following the publication of the Japanese edition of this book, several inter esting developments took place in the area. The author wanted to describe some of these, as well as …
In many complex systems one can distinguish "fast" and "slow" processes with radically di?erent velocities. In mathematical models based on di?er- …
Historical Comments Two-dimensional random walks in domains with non-smooth boundaries inter est several groups of the mathematical community. In fact these objects are …
The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in …
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains …
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new …
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains …