Systems in Stochastic Equilibrium
E695663
Systems in Stochastic Equilibrium is a seminal mathematical monograph by Peter Whittle that develops the theory of stochastic processes and their long-run equilibrium behavior in complex systems.
Statements (48)
| Predicate | Object |
|---|---|
| instanceOf |
book
ⓘ
mathematical monograph ⓘ |
| appliesTo |
communication systems models
ⓘ
complex systems with random dynamics ⓘ operations research models ⓘ queueing networks ⓘ |
| author | Peter Whittle NERFINISHED ⓘ |
| contribution |
analyzes long‑run equilibrium behavior of stochastic processes
ⓘ
applies stochastic equilibrium concepts to applied probability models ⓘ develops a general framework for stochastic equilibrium in complex systems ⓘ |
| develops |
conditions for existence of stochastic equilibrium
ⓘ
conditions for uniqueness of stochastic equilibrium ⓘ methods for characterizing equilibrium distributions ⓘ techniques for analyzing stability of stochastic systems ⓘ |
| field |
applied mathematics
ⓘ
probability theory ⓘ stochastic modeling ⓘ stochastic processes ⓘ |
| genre |
mathematics literature
ⓘ
technical monograph ⓘ |
| hasImpactOn |
applied probability
ⓘ
queueing theory ⓘ stochastic control and optimization ⓘ theory of stochastic networks ⓘ |
| hasTheoreticalFocus |
equilibrium distributions
ⓘ
limiting behavior of random processes ⓘ rigorous analysis of stochastic systems ⓘ stability of stochastic systems ⓘ |
| influencedBy |
Markov process theory
ⓘ
ergodic theory ⓘ queueing theory ⓘ |
| intendedAudience |
advanced graduate students in probability and stochastic processes
ⓘ
operations researchers ⓘ probabilists ⓘ research mathematicians ⓘ |
| language | English ⓘ |
| mainSubject |
Markov processes
NERFINISHED
ⓘ
ergodic theory of stochastic processes ⓘ long‑run behavior of stochastic systems ⓘ queueing systems ⓘ stationary distributions ⓘ stochastic equilibrium ⓘ stochastic networks ⓘ |
| relatedTo |
Markov decision processes
NERFINISHED
ⓘ
renewal theory ⓘ stationary stochastic processes ⓘ |
| relatedWork |
Optimization Over Time
NERFINISHED
ⓘ
Probability via Expectation NERFINISHED ⓘ |
Referenced by (1)
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