Applied Probability-Computer Science: The Interface Volume 1

1. Front Matter

   Pages i-xxvii

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2. Major Speakers

   1. Front Matter

      Pages 1-1

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   2. Networks of Quasi-Reversible Nodes

      • F. P. Kelly, J. Walrand

      Pages 3-29

   3. The c — Server Queue with Constant Service Times and a Versatile Markovian Arrival Process

      • Marcel F. Neuts, Douglas R. Miller

      Pages 31-70

   4. Simulation Output Analysis for General State Space Markov Chains

      • Peter W. Glynn, Donald L. Iglehart

      Pages 71-87

   5. Models and Problems of Dynamic Memory Allocation

      • V. E. Beneš

      Pages 89-135

   6. Probabilistic Analysis of Algorithms

      • Jon Louis Bentley, George S. Lueker

      Pages 137-162

   7. Point Process Method in Queueing Theory

      • Peter Franken

      Pages 163-188

   8. Error Minimization in Decomposable Stochastic Models

      • P. J. Courtois

      Pages 189-210

   9. Computational Methods for Product Form Queueing Networks

      • Charles H. Sauer

      Pages 211-216

3. Networks of Queues, I

   1. Front Matter

      Pages 217-217

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   2. Closed Multichain Product Form Queueing Networks with Large Population Sizes

      • S. S. Lavenberg, Steven C. Bruell

      Pages 219-251

   3. The Significance of the Decomposition and the Arrival Theorems for the Evaluation of Closed Queueing Networks

      • M. Reiser

      Pages 253-274

   4. On Computing the Stationary Probability Vector of a Network of Two Coxian Servers

      • William J. Stewart

      Pages 275-296

4. Performance and Reliability

   1. Front Matter

      Pages 297-297

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   2. Fitting of Software Error and Reliability Models to Field Failure Data

      • M. L. Shooman, R. W. Schmidt

      Pages 299-327

   3. Performance Evaluation of Voice/Data Queueing Systems

      • John P. Lehoczky, D. P. Gaver

      Pages 329-346

5. Probabilistic Aspects of Simulation

   1. Front Matter

      Pages 347-347

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   2. On a Spectral Approach to Simulation Run Length Control

      • Philip Heidelberger, Peter D. Welch

      Pages 349-352

   3. Generation of some First-Order Autoregressive Markovian Sequences of Positive Random Variables with Given Marginal Distributions

      • A. J. Lawrance, P. A. W. Lewis

      Pages 353-379

These two volumes are the Proceedings of the first special interest meeting instigated and organized by the joint Technical Section and College in Applied Probability of ORSA and THlS. This meeting, which took place January 5-7, 1981 at Florida Atlantic University in Boca Raton, Florida, had the same name as these Proceedings: Applied Probability-Computer Science, the Interface. The goal of that conference was to achieve a meeting of, and a cross fertilization between, two groups of researchers who, from different starting points, had come to work on similar problems, often developing similar methodologies and tools. One of these groups are the applied probabilists, many of whom consider their field an offspring of mathematics, and who find their motivation in many areas of application. The other is that group of computer scientists who, over the years, have found an increasing need in their work for the use of probabilistic models. The most visible area of common methodology between these two groups is networks of queues, Hhich by itself could have been the theme of an entire conference. FunctionQl areas which are, or are becoming, sources of exciting problems are computer performance analysis, data base analysis, analysis of communication protocols, data networks, and mixed voice-data telephone networks. The reader can add to this list by going through the papers in these Proceedings.

• Markov chain
• Random variable
• Variable
• algorithms
• calculus
• computer science
• mathematics
• probability
• queueing theory
• simulation

• Department of Industrial Engineering and Operations Research, Virginia Polytechnic Institute and State University, Blacksburg, USA

  Ralph L. Disney

• Bell Laboratories, Holmdel, USA

  Teunis J. Ott

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