Stochastic

46 queueing networks

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Unformatted text preview: 6 Queueing Networks* . . . . . . . . . . 4.7 Chapter Summary . . . . . . . . . . . 4.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119 119 123 127 133 137 143 149 150 5 Martingales 5.1 Conditional Expectation . . . . . . . . 5.2 Examples, Basic Properties . . . . . . 5.3 Gambling Strategies, Stopping Times . 5.4 Applications . . . . . . . . . . . . . . . 5.5 Convergence . . . . . . . . . . . . . . . 5.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159 159 161 165 168 172 175 6 Mathematical Finance 6.1 Two Simple Examples . . . 6.2 Binomial Model . . . . . . . 6.3 Concrete Exampl...
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This document was uploaded on 03/06/2014 for the course MATH 4740 at Cornell.

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