Questions tagged [stochastic-process]

For questions related to processes that change randomly over time. Examples include Markov processes, random walks, and renewal processes.

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14
votes
5answers
603 views

Good textbook for queueing theory and performance modeling

Can someone recommend a good self-study textbook for queueing theory and performance modeling? My interest is in applying this to understanding the behavior of some real-world server networks, ...
9
votes
1answer
214 views

Stochastic VRP: Sources of uncertainty and modeling approaches

In one of the archived research topics of mine, I tried to model and solve SVRPs using Multiple Tandem Queues. I have two related questions: What are the sources for uncertainty in Stochastic VRPs? ...
6
votes
1answer
67 views

Does dispersion really matter?

Context: Given a counting process $\{N(t),\,t\ge 0\}$ which tracks the number of events (arrivals) by time $t$, the index of dispersion (for counts) is the variance-to-mean ratio of the cumulative ...