Stochastic Networks and Queues
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Beschreibung
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.
uses the full strength of stochastic calculus methods applied to networks detailed presentation of most classical queueing models new material on scaling methods, fluid limits are thoroughly presented and discussed extensive use of martingale and stochastic calculus methods to investigate transient behaviour of queueing models Includes supplementary material: sn.pub/extras
Autor*in
Philippe Robert
Themen in »Stochastic Networks and Queues«
Applied stochastic calculus Ergodic theory Fluid limits M/M/1 queue Martingale Poisson process Queueing models Scaling methods Stochastic networks Stochastic processes biased random walk hitting time jump process stochastic network stochastic process