Applied Probability and Queues
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ISBN-13:
9780387002118
Veröffentl:
2003
Einband:
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Erscheinungsdatum:
15.05.2003
Seiten:
460
Autor:
Soeren Asmussen
Gewicht:
852 g
Format:
241x160x30 mm
Serie:
51, Stochastic Modelling and Applied Probability
Sprache:
Englisch
Beschreibung:
"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 athorough treatment of Markov processes, renewal theory, regenerativeprocesses, and random walks and discusses in some detail basic modelsincluding G1/G/I queue, risk processes, and dams. Particular attentionhas been given to modern probablistic points of view, as alternativesto traditional methods. Exercises are included and a survey ofmathematical prerequisites are given in an appendix. This new editionhas been thoroughly updated.
Simple Markovian Models.- Markov Chains.- Markov Jump Processes.- Queueing Theory at the Markovian Level.- Queueing Networks and Insensitivity.- Some General Tools and Methods.- Renewal Theory.- Regenerative Processes.- Further Topics in Renewal Theory and Regenerative Processes.- Random Walks.- Lévy Processes, Reflection and Duality.- Special Models and Methods.- Steady-State Properties of of GI/G/1.- Markov Additive Models.- Many-Server Queues.- Exponential Change of Measure.- Dams, Inventories and Insurance Risk.
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