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## Stochastic Modelling and Applied Probability 51: Applied Probability and Queues, Second Edition (Hardback)"This book serves as an introduction to queueing theory and provides a thorough treatment of tools such as Markov processes, renewal theory, random walks, Lévy processes, matrix-analytic methods, and chagne of measure. ..." — From the back cover ## $91.29 |

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Please contact us if you've got questions about this product.## Condition

**LIKE NEW:** This book is in excellent, like-new condition. It was printed on acid-free paper.

## Description

This is volume 51 in Springer’s **Applications 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

**Part B. Some General Tools and Methods**

- Renewal Theory
- Regenerative Processes
- Further Topics in Renewal Theory and Regenerative Processes
- Random Walks
- Lévy Processes, Reflection and Duality

**Part C. Special Models and Methods**

- Steady-State Properties of
*GI/G/1* - Markov Additive Models
- Many-Server Queues
- Exponential Change of Measure
- Dams, Inventories and Insurance Risk

**A. Appendix**

- 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

The book concludes with Bibliography and Index.

## Details

- SKU:
- 1866
- Subject:
- Applied Mathematics
- Author:
- Asmussen, Søren
- Publisher:
- Springer
- Publish Date:
- 2003 (First Printing)
- Format:
- Hardback
- Weight (pounds):
- 1.72
- Dimensions (W”xL”xH”):
- 6.3″x9.5″x1.05″
- ISBN-13:
- 9780387002118
- ISBN-10:
- 0387002111
- Grade Level:
- Graduate
- Series:
- Stochastic Modelling and Applied Probability

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