EconPapers    
Economics at your fingertips  
 

Level Crossing Estimation

Percy H. Brill ()
Additional contact information
Percy H. Brill: University of Windsor

Chapter Chapter 9 in Level Crossing Methods in Stochastic Models, 2017, pp 429-450 from Springer

Abstract: Abstract This chapterLevel crossing estimation for limiting distributions describes a basic level crossing estimation method (LCE) for steady-state (i.e., limiting) probability distributions in queues, storage processes and related stochastic models. LCE is also called: level crossing computation, system point estimation (or computation).

Keywords: Arrival Rate; Sample Path; Asymptotic Normality; Busy Period; Full Service (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-319-50332-5_9

Ordering information: This item can be ordered from
http://www.springer.com/9783319503325

DOI: 10.1007/978-3-319-50332-5_9

Access Statistics for this chapter

More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-01
Handle: RePEc:spr:isochp:978-3-319-50332-5_9