Applied Probability and Queues

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852 g
241x160x29 mm
51, Stochastic Modelling and Applied Probability

"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS
This book is an introduction to queueing theory. It provides a thorough treatment of Markov processes, renewal theory, regenerative
processes, and random walks and discusses in some detail basic models
including G1/G/I queue, risk processes, and dams. Particular attention
has been given to modern probablistic points of view, as alternatives
to traditional methods. Exercises are included and a survey of
mathematical prerequisites are given in an appendix. This new edition
has been thoroughly updated.
Simple Markovian Models * Markov Chains * Markov Jump Processes * Queueing Theory at the Markovian Level * Basic Mathematical Tools * Basic Renewal Theory * Regenerative Processes * Further Topics in Renewal Theory and Regenerative Processes * Random Walks * Special Models and Methods * Steady-State Properties of GI/G/1 * Explicit Examples in the Theory of Random Walks and Single Server Queues * Multidimensional Methods * Many-server Queues * Conjugate Processes * Insurance Risk, DAM and Storage Models * Appendices

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