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1、RichardSerfozoBasicsofAppliedStochasticProcesses123RichardSerfozoGeorgiaInstituteofTechnologySchoolofIndustrial&SystemsEngineering765FerstDriveNW.,AtlantaGA30332-0205USArserfozo@isye.gatech.eduSeriesEditors:JoeGaniThomasG.KurtzChrisHeydeDepartmentofMathematicsCentreforMathema
2、ticsanditsApplicationsUniversityofWisconsin-MadisonMathematicalSciencesInstitute480LincolnDriveAustralianNationalUniversityMadison,WI53706-1388Canberra,ACT0200USAAustraliakurtz@math.wisc.edugani@maths.anu.edu.auPeterJagersMathematicalStatisticsChalmersUniversityofTechnologyan
3、dGöteborg(Gothenburg)University41296GöteborgSwedenJagers@chalmers.seISBN:978-3-540-89331-8e-ISBN:978-3-540-89332-5DOI:10.1007/978-3-540-89332-5ProbabilityandItsApplicationsISSNprintedition:1431-7028LibraryofCongressControlNumber:2008939432MathematicsSubjectClassification(2000)
4、:60-02,60-J10,60-J27,60-K05,60-J25c2009Springer-VerlagBerlinHeidelbergThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicro
5、filmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliabletoprosecutionundertheGermanC
6、opyrightLaw.Theuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.Coverdesign:WMXDesignGmbH,HeidelbergPrin
7、tedonacid-freepaper987654321springer.comPrefaceThephrase“AppliedStochasticProcesses“referstostochasticprocessesthatarecommonlyusedasmathematicalmodelsofrandomphenomenathatevolveovertimeorspace.Sincerandomnessisubiquitousinouruniverse,andmaybebeyond,theapplicationareashavebeen
8、verydiverse.Herearesomeexamples.Telecommunications:Sizingnetworks,an
