Stochastic Modelling and Applied Probability

Stochastic Networks and Queues

Authors: Robert, Philippe

Free Preview

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-662-13052-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.99
price for USA in USD
  • ISBN 978-3-540-00657-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA in USD
  • ISBN 978-3-642-05625-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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.

Table of contents (12 chapters)

Table of contents (12 chapters)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-662-13052-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.99
price for USA in USD
  • ISBN 978-3-540-00657-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA in USD
  • ISBN 978-3-642-05625-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Stochastic Networks and Queues
Authors
Series Title
Stochastic Modelling and Applied Probability
Series Volume
52
Copyright
2003
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-662-13052-0
DOI
10.1007/978-3-662-13052-0
Hardcover ISBN
978-3-540-00657-2
Softcover ISBN
978-3-642-05625-3
Series ISSN
0172-4568
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