Overview
- uses the full strength of stochastic calculus methods applied to networks
- detailed presentation of most classical queueing models
- new material on scaling methods, fluid limits are thoroughly presented and discussed
- extensive use of martingale and stochastic calculus methods to investigate transient behaviour of queueing models
- Includes supplementary material: sn.pub/extras
Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 52)
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Table of contents (12 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
Authors and Affiliations
Bibliographic Information
Book Title: Stochastic Networks and Queues
Authors: Philippe Robert
Series Title: Stochastic Modelling and Applied Probability
DOI: https://doi.org/10.1007/978-3-662-13052-0
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2003
Hardcover ISBN: 978-3-540-00657-2Published: 23 June 2003
Softcover ISBN: 978-3-642-05625-3Published: 19 October 2010
eBook ISBN: 978-3-662-13052-0Published: 17 April 2013
Series ISSN: 0172-4568
Series E-ISSN: 2197-439X
Edition Number: 1
Number of Pages: XVII, 399
Additional Information: Original french published in the Mathématiques et Applications series. This English edition is based on the French version but has been thoroughly revised.
Topics: Probability Theory and Stochastic Processes, Operations Research, Management Science