Stochastic Networks and Queues by 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 hav...

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Bibliographic Details
Main Author: Robert, Philippe (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2003.
Edition:1st ed. 2003.
Series:Stochastic Modelling and Applied Probability, 52
Springer eBook Collection.
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Online Access:Click to view e-book
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Electronic access restricted to members of the Holy Cross Community.
Description
Summary: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.
Physical Description:XVII, 399 p. online resource.
ISBN:9783662130520
ISSN:0172-4568 ;
DOI:10.1007/978-3-662-13052-0