Stochastic Networks and Queues

By:

Philippe Robert

Format:

Paperback / softback

Series:

Stochastic Modelling and Applied Probability

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Description

Queues and stochastic networks are analyzed in this book with purely probabilistic methods. The purpose of these lectures is to show that general results from Markov processes, martingales or ergodic theory can be used directly to study the corresponding stochastic processes. Recent developments have shown that, instead of having ad-hoc methods, a better understanding of fundamental results on stochastic processes is crucial to study the complex behavior of stochastic networks. In this book, various aspects of these stochastic models are investigated in depth in an elementary way: Existence of equilibrium, characterization of stationary regimes, transient behaviors (rare events, hitting times) and critical regimes, etc. A simple presentation of stationary point processes and Palm measures is given. Scaling methods and functional limit theorems are a major theme of this book. In particular, a complete chapter is devoted to fluid limits of Markov processes.

Release date Australia

October 19th, 2010

Author

Philippe Robert

Audience

Professional & Vocational

Edition

Softcover reprint of the original 1st ed. 2003

Illustrations

XVII, 399 p.

Pages

399

Series

Stochastic Modelling and Applied Probability

Dimensions

155x235x22

ISBN-13

9783642056253

Product ID

8938377

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