Applied probability and queues / Soren Asmussen

Auteur: Asmussen, Søren (1946-) - AuteurType de document: Monographie Collection: Wiley series in probability and mathematical statistics Langue: anglaisPays: Grande BretagneÉditeur: Chichester : John Wiley & Sons, 1992Description: 1 vol. (X-318 p.) : ill. ; 24 cm ISBN: 0471911739 ; rel. Résumé: The aim of this book is to give an introduction into the mathematical methods of queueing theory and related fields. The main point is: “probabilistic” methods and proofs are presented in contrast to the more traditional analytic methods of queueing theory. The book has three parts of nearly equal length: Part 1: Markov processes and Markovian queueing theory; Part 2: Renewal theory; Part 3: Special models and methods. Possibly the intentions of the author become more transparent from the following examples: i) The first propositions after defining a Markov chain are stated in terms of conditional expectations (strong Markov property) and the techniques available from this are applied. ii) The renewal theorem is proved twice: Firstly the analytic proof of Feller is presented, and after that the coupling proof which goes back to Lindvall. ... The book may be used as a textbook for a graduate or postgraduate courses in applied probability for students having a background in stochastic processes. This book is a useful supplement to the existing literature on queueing theory and applied probability. (Zentralblatt)..Bibliographie: Bibliogr. p. 308-315. Index. Sujets MSC: 60Kxx Probability theory and stochastic processes -- Special processes
60K25 Probability theory and stochastic processes -- Special processes -- Queueing theory
60K10 Probability theory and stochastic processes -- Special processes -- Applications (reliability, demand theory, etc.)
60-02 Probability theory and stochastic processes -- Research exposition (monographs, survey articles)
En-ligne: Zentralblatt | Springerlink - ed. 2003 dans Applications of mathematics | MathSciNet
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Bibliogr. p. 308-315. Index

The aim of this book is to give an introduction into the mathematical methods of queueing theory and related fields. The main point is: “probabilistic” methods and proofs are presented in contrast to the more traditional analytic methods of queueing theory. The book has three parts of nearly equal length: Part 1: Markov processes and Markovian queueing theory; Part 2: Renewal theory; Part 3: Special models and methods. Possibly the intentions of the author become more transparent from the following examples: i) The first propositions after defining a Markov chain are stated in terms of conditional expectations (strong Markov property) and the techniques available from this are applied. ii) The renewal theorem is proved twice: Firstly the analytic proof of Feller is presented, and after that the coupling proof which goes back to Lindvall. ... The book may be used as a textbook for a graduate or postgraduate courses in applied probability for students having a background in stochastic processes. This book is a useful supplement to the existing literature on queueing theory and applied probability. (Zentralblatt).

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