Semi-Markoff-Prozesse Mit Endlich Vielen Zuständen: Theorie Und Anwendungen

Name: Semi-Markoff-Prozesse Mit Endlich Vielen Zuständen: Theorie Und Anwendungen
Brand: Springer
SKU: 9783540049579
Price: 3776.0 INR
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by Horand Störmer

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ISBN13: 9783540049579
Binding: Paperback
Subject: N/A
Publisher: Springer
Publisher Imprint: Springer
Publication Date: January 1, 1970
Pages: 130
Original Price: EUR 51.39
Language: German
Edition: 1970
Item Weight: 254 grams
BISAC Subject(s): Economics / General

About The Book

Unter den stochastischen Prozessen sind die Semi-Mark off- Prozesse besonders geeignet zur Beschreibung einer gro6en Anzahl von Zufallsvorgangen in Natur, Wirtschaft und Technik. Man denke nur an Wachstumsprozesse, Lagerhaltungs- und Warte- schlangenprobleme oder Probleme der Zuverlassigkeit von Sy- stemen. Die Semi-Markoff-Prozesse sind gekennzeichnet durch endlich viele oder abzahlbar unendlich viele Zustande, durch die Uber- gangswahrscheinlichkeiten und durch die Verteilungsfunktionen fUr die Zustandsdauern. Sie enthalten als Spezialfalle die Klasse der Erneuerungsprozesse (ein einziger Zustand), die Klasse der Markoff-Ketten (konstante gleiche Zustandsdauer aller Zustande) und der Markoff-Prozesse mit stetigem Zeit- parameter (negativ-exponentielle Verteilung der Zustands- dauern). Dieser Bericht enthalt im ersten Teil einen Abri6 der Erneue- rungstheorie, deren Ergebnisse die wesentlichen mathematischen Hilfsmittel fUr die Behandlung der Semi-Markoff-Prozesse lie- fern. Im zweiten Teil werden die fUr die Anwendungen wichtig- sten Resultate der Theorie der Semi-Markoff-Prozesse hergelei- tet. Bekannte Ergebnisse werden mit Namen zitiert. Die Unter- suchung beschrankt sich auf die Semi-Markoff-Prozesse mit end- lich vielen Zustanden, weil sie fUr die Anwendungen besondere Bedeutung haben und sich mit den einfachen Mitteln des Matrizen- kalkUls behandeln lassen. Der Verfasser dankt Herrn Professor Dr. M. Beckmann fUr das freundliche Angebot, diese Arbeit in die Lecture Notes in Operations Research and Mathematical Systems aufzunehmen. FUr die sorgfaltige Anfertigung des Maschinenskriptums ist er Frau M. Zech zu Dank verpflichtet, ebenso Herrn U. Voges fUr zahlreiche Korrekturhinweise. Inhaltsverzeichnis 1. Erneuerungstheoretische Grundlagen --------------------- 1 1 .1. Einlei tung .......... '. . . . . . . . . . . . . . . . . . . . . . . . . . 1 . . . . . . .

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