Stochastic Networks and Queues: a Probabilistic Approach - Stochastic Modelling and Applied Probability - Philippe Robert - Libros - Springer-Verlag Berlin and Heidelberg Gm - 9783642056253 - 19 de octubre de 2010
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Philippe Robert
Stochastic Networks and Queues: a Probabilistic Approach - Stochastic Modelling and Applied Probability Softcover Reprint of the Original 1st Ed. 2003 edition

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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.

416 pages, biography

Medios de comunicación Libros     Paperback Book   (Libro con tapa blanda y lomo encolado)
Publicado 19 de octubre de 2010
ISBN13 9783642056253
Editores Springer-Verlag Berlin and Heidelberg Gm
Páginas 416
Dimensiones 155 × 235 × 22 mm   ·   589 g
Lengua Inglés  

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