Zum Hauptinhalt springen Zur Suche springen Zur Hauptnavigation springen

Stochastic Networks and Queues

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.
Autor: Robert, Philippe
EAN: 9783540006572
Auflage: 2003
Sprache: Englisch
Seitenzahl: 420
Produktart: Gebunden
Verlag: Springer-Verlag GmbH Springer Berlin Heidelberg
Veröffentlichungsdatum: 23.06.2003
Schlagworte: Stochastik Warteschlange
Größe: 29 × 160 × 241
Gewicht: 793 g

Verwandte Artikel

Philippe Robert
Stochastic Networks and Queues
120,00 €*
inkl. MwSt, zzgl. Versand