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Applied Probability and Queues

Soeren Asmussen (Autor)

Buch | Hardcover

438 Seiten

2003 | 2nd ed. 2003
Springer-Verlag New York Inc.
978-0-387-00211-8 (ISBN)

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Includes a survey of mathematical tools and results in applied probability with emphasis on queueing theory. This title is a source of information for both advanced graduate students and researchers.

"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory...The second edition at hand is a thoroughly updated and considerably expended version of the first edition...This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS

Simple Markovian Models.- Markov Chains.- Markov Jump Processes.- Queueing Theory at the Markovian Level.- Queueing Networks and Insensitivity.- Some General Tools and Methods.- Renewal Theory.- Regenerative Processes.- Further Topics in Renewal Theory and Regenerative Processes.- Random Walks.- Lévy Processes, Reflection and Duality.- Special Models and Methods.- Steady-State Properties of of GI/G/1.- Markov Additive Models.- Many-Server Queues.- Exponential Change of Measure.- Dams, Inventories and Insurance Risk.

Reihe/Serie	Stochastic Modelling and Applied Probability ; 51
Zusatzinfo	XII, 438 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	156 x 234 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-387-00211-1 / 0387002111
ISBN-13	978-0-387-00211-8 / 9780387002118
Zustand	Neuware