Applied probability and queues

書誌事項

Applied probability and queues

Søren Asmussen

(Wiley series in probability and mathematical statistics, . Applied probability and statistics)

Wiley, c1987

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注記

Includes bibliographical refernces (p. 308-315) and index

内容説明・目次

内容説明

As well as combining a general account of applied probability and stochastic processes with a more specialized treatment of queueing theory, this book provides thorough coverage of the general tools of applied probability, such as Markov chains, renewal theory, regenerative processes and random walks. The author treats in detail basic models such as the GI/G/1 queue, storage processes, dams and risk theory. This treatment is informal and unpretentious, but also authoritative and up-to- date. The book gives a comprehensive overview of the subject, including a number of recent developments which appear in book form for the first time. Particular attention is paid to modern probabilistic methods as alternatives to more traditional analytic methods.

目次

  • Preface
  • SIMPLE MARKOVIAN MODELS: Markov Chains
  • Markov Jump Processes
  • Queueing Theory at the Markovian Level
  • BASIC MATHEMATICAL TOOLS: Basic Renewal Theory
  • Regenerative Processes
  • Further Topics in Renewal Theory and Regenerative Processes
  • Random Walks
  • SPECIAL MODELS AND METHODS: Steady-state Properties of GI/G/1
  • Explicit Examples in the Theory of Random Walks and Single Server Queues
  • Multi-Dimensional Methods
  • Many-server Queues
  • Conjugate Processes
  • Insurance Risk, Dam and Storage Models
  • Selected Background and Notation.

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