Stochastic Modelling and Applied Probability 51: Applied Probability and Queues, Second Edition (Hardback)
Stochastic Modelling and Applied Probability 51: Applied Probability and Queues, Second Edition (Hardback)
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This is volume 51 in Springer'sApplications of Mathematics - Stochastic Modelling and Applied Probability series.Continued from the back cover: The book "also treats in detail basic structures like GI/G/1 and GI/G/s queues, Markov-modulated models, and queueing networks, and gives an introduction to areas such as storage, inventory, and insurance risk. Exercises are included, and a survey of mathematical prerequisites is given in an appendix.
"This much updated and expanded second edition of the 1987 original contains an extended treatment of queueing networks and matrix-analytic methods as well as additional topics such as Poisson's equation, the fundamental matrix, insensitivity, rare events and extreme values for regenerative processes, Palm theory, rate conservation, Lévy processes, reflection, Skorokhod problems, Loynes's lemma, Siegmund duality, light traffic, heavy tails, the Ross conjecture and ordering, and finite buffer problems.
"Students and researchers in statistics, probability theory, operations research, and industrial engineering will find this book useful."
BRIEF CONTENTS
Part A. Simple Markovian Models
- Markov Chains
- Markov Jump Processes
- Queueing Theory at the Markovian Level
- Queueing Networks and Insensitivity
- Renewal Theory
- Regenerative Processes
- Further Topics in Renewal Theory and Regenerative Processes
- Random Walks
- Lévy Processes, Reflection and Duality
- Steady-State Properties of GI/G/1
- Markov Additive Models
- Many-Server Queues
- Exponential Change of Measure
- Dams, Inventories and Insurance Risk
- Polish Spaces and Weak Convergence
- right-Continuity and the Space D
- Point Processes
- Stochastical Ordering
- Heavy Tails
- Geometric Trials
- Semigroups of Positive Numbers
- Total Variation Convergence
- Transforms
- Stopping Times and Wald's Identity
- Discrete Skeletons
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PUBLISHER: Springer
ISBN-13: 9780387002118
ISBN-10: 0387002111