Applied probability and queues

Soren Asmussen

450 pages, parution le 27/06/2003 (2^eme édition)

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Résumé

This book serves as an introduction to queuing theory and provides a thorough treatment of tools like Markov processes, renewal theory, random walks, Levy processes, matrix-analytic methods and change of measure. It also treats in detail basic structures like GI/G/1 and GI/G/s queues, Markov-modulated models and queuing 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 queuing networks and matrix-analytic methods as well as additional topics like Poisson's equation, the fundamental matrix, insensitivity, rare events and extreme values for regenerative processes, Palm theory, rate conservation, Levy processes, reflection, Skorokhod problems, Loynes' 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.

Simple Markovian Models
- Markov Chains
- Markov Jump Processes
- Queueing Theory at the Markovian Level
- Queueing Networks and Intensitivity

Some General Tools and Methods
- Reneval 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 GI/G/1
- Markov Additive Models
- Many-server Queues
- Exponential Change of Measure
- DAM, Inventories and Insurance Risk

Appendices
Bibliography
Index

L'auteur - Soren Asmussen

University of Lund, Sweden

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Soren Asmussen
Parution	27/06/2003
Édition	2^eme édition
Nb. de pages	450
Format	16 x 24
Couverture	Relié
Poids	770g
Intérieur	Noir et Blanc
EAN13	9780387002118
ISBN13	978-0-387-00211-8