Elements of Queuing Theory: Palm-Martingale Calculus and Stochastic Recurrences (Applications of Mathematics)

Description

This book contains an introduction to general probabilistic methods applicable to queueing systems with ergodic inputs. The main aspects treated are stability (construction of stationary states and convergence theory), time and customer averages (system equations), comparison of service disciplines and priority rules. These include, among other topics, Loynes' theory and its extensions, the basic fomulas (L=*LAMBDA*W, L=*LAMBDA*G, Kleinrock's invariance relations), PASTA, insensitivity, and optimality of SPRT. The originality of the presentation lies in the systematic use of recurrence equations to describe the dynamics of the systems, and of the Palm probability framework to describe the stationary behaviour of such systems. Also, the point of view adopted is purely probabilistic, emphasizing the use of coupling and sample path arguments (ergodic and sub-additive ergodic theory, trajectory realization of stochastic orders). The book contains an introduction on the theory of palm probability on the real line, and shows the various connections with the theory of stochastic intensity.

Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "Elements of Queuing Theory: Palm-Martingale Calculus and Stochastic Recurrences (Applications of Mathematics)" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 3497
2. Network Calculus: A Theory of Deterministic Queuing Systems for the Internet
3. Network Calculus: A Theory of Deterministic Queuing Systems for the Internet
4. Network Calculus: A Theory of Deterministic Queuing Systems for the Internet
5. Network Calculus: A Theory of Deterministic Queuing Systems for the Internet
6. [share_ebook] Network Calculus: A Theory of Deterministic Queuing Systems for the Internet (Lecture Notes in Computer Science)
7. Stochastic Calculus and Financial Applications
8. Stochastic Calculus and Financial Applications
9. Stochastic Calculus and Financial Applications
10. Stochastic Calculus and Financial Applications
11. Introduction to Stochastic Calculus with Applications
12. Continuous Stochastic Calculus with Applications to Finance
13. Comprehensive Mathematics for Computer Scientists 2: Calculus and ODEs, Splines, Probability, Fourier and Wavelet Theory, Fractals and Neural Networks, Categories and Lambda Calculus
14. Stochastic Calculus for Fractional Brownian Motion and Applications
15. Malliavin Calculus with Applications to Stochastic Partial Differential Equations
16. Applications of Variational Inequalities in Stochastic Control (Studies in mathematics and its applications)