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Stochastic Networks and Queues (Stochastic Modelling and Applied Probability) [Hardcover]

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Item description for Stochastic Networks and Queues (Stochastic Modelling and Applied Probability) by Philippe Robert...

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.

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Item Specifications...

Pages   398
Est. Packaging Dimensions:   Length: 9.4" Width: 6.46" Height: 1.08"
Weight:   1.62 lbs.
Binding  Hardcover
Release Date   Aug 13, 2003
Publisher   Springer
ISBN  3540006575  
ISBN13  9783540006572  

Availability  108 units.
Availability accurate as of Oct 22, 2016 03:08.
Usually ships within one to two business days from La Vergne, TN.
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More About Philippe Robert

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8Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
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