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Stochastic Modelling and Applied Probability #26: Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences

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Stochastic Modelling and Applied Probability #26: Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences Cover

 

Synopses & Reviews

Publisher Comments:

The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approach to queuing. This book, presenting the mathematical foundations of the theory of stationary queuing systems, contains a thorough treatment of both of these. This approach helps to clarify the picture, in that it separates the task of obtaining the key system formulas from that of proving convergence to a stationary state and computing its law. The theory is constantly illustrated by classical results and models: Pollaczek-Khintchin and Tacacs formulas, Jackson and Gordon-Newell networks, multiserver queues, blocking queues, loss systems etc., but it also contains recent and significant examples, where the tools developed turn out to be indispensable. Several other mathematical tools which are useful within this approach are also presented, such as the martingale calculus for point processes, or stochastic ordering for stationary recurrences. This thoroughly revised second edition contains substantial additions - in particular, exercises and their solutions - rendering this now classic reference suitable for use as a textbook.

Synopsis:

Presenting the mathematical foundations of the theory of stationary queuing systems, the Palm theory and the Loynes theory, this extensively revised second edition adds substantial material - mainly exercises and their solutions - to a classic reference.

Synopsis:

This fundamental exposition of queueing theory, written by leading researchers, answers the need for a mathematically sound reference work on the subject and has become the standard reference. The thoroughly revised second edition contains a substantial number of exercises and their solutions, which makes the book suitable as a textbook.

Table of Contents

The Palm-Martingale Calculus of Point Processes.- Stationarity and Coupling.- Formulas.

Product Details

ISBN:
9783642085376
Author:
Baccelli, Francois
Publisher:
Springer
Author:
Bremaud, Pierre
Location:
Berlin, Heidelberg
Subject:
Statistics
Subject:
Markovian systems
Subject:
Palm probability theory
Subject:
Mathematical statistics
Subject:
quenes
Subject:
Queues
Subject:
Probability Theory and Stochastic Processes
Subject:
Statistical Theory and Methods
Subject:
Communications Engineering, Networks
Subject:
Economic theory
Subject:
Economic Theory This fundamental and very carefully written exposition of queueing theory, by two leading researchers in the field, answers the need for a mathematically sound reference work on the subject and has become the standard reference. This thoro
Subject:
Mathematics | Probability and Statistics
Subject:
Commu
Subject:
nications Engineering, Networks
Subject:
Mathematics
Subject:
Language, literature and biography
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Subject:
Telecommunication
Subject:
Economics
Copyright:
Edition Description:
Softcover reprint of hardcover 2nd ed. 2003
Series:
Stochastic Modelling and Applied Probability
Series Volume:
26
Publication Date:
20101201
Binding:
TRADE PAPER
Language:
English
Pages:
348
Dimensions:
235 x 155 mm 533 gr

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Stochastic Modelling and Applied Probability #26: Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences New Trade Paper
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Product details 348 pages Springer - English 9783642085376 Reviews:
"Synopsis" by , Presenting the mathematical foundations of the theory of stationary queuing systems, the Palm theory and the Loynes theory, this extensively revised second edition adds substantial material - mainly exercises and their solutions - to a classic reference.
"Synopsis" by , This fundamental exposition of queueing theory, written by leading researchers, answers the need for a mathematically sound reference work on the subject and has become the standard reference. The thoroughly revised second edition contains a substantial number of exercises and their solutions, which makes the book suitable as a textbook.
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