Palm Probabilities and Stationary Queues PDF Download

Author: Francois Baccelli
Publisher: Springer Science & Business Media
ISBN: 1461575613
Category : Mathematics
Languages : en
Pages : 116

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Author: Francois Baccelli
Publisher:
ISBN: 9781461575627
Category :
Languages : en
Pages : 120

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Book Description

Author: Francois Baccelli
Publisher: Springer Science & Business Media
ISBN: 366211657X
Category : Mathematics
Languages : en
Pages : 346

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Book Description
This fundamental exposition of queueing theory, written by leading researchers, answers the need for a mathematically sound reference work on the subject and has become the standard reference. The thoroughly revised second edition contains a substantial number of exercises and their solutions, which makes the book suitable as a textbook.

Author: François Baccelli
Publisher:
ISBN: 9783540965145
Category : Files d'attente, Théorie des
Languages : en
Pages : 106

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Author: Randolph Nelson
Publisher: Springer Science & Business Media
ISBN: 9780387944524
Category : Computers
Languages : en
Pages : 616

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Book Description
This textbook provides a comprehensive introduction to probability and stochastic processes, and shows how these subjects may be applied in computer performance modelling. The author's aim is to derive the theory in a way that combines its formal, intuitive, and applied aspects so that students may apply this indispensable tool in a variety of different settings. Readers are assumed to be familiar with elementary linear algebra and calculus, including the concept of limit, but otherwise this book provides a self-contained approach suitable for graduate or advanced undergraduate students. The first half of the book covers the basic concepts of probability including expectation, random variables, and fundamental theorems. In the second half of the book the reader is introduced to stochastic processes. Subjects covered include renewal processes, queueing theory, Markov processes, and reversibility as it applies to networks of queues. Examples and applications are drawn from problems in computer performance modelling.

Author: Tomasz Rolski
Publisher:
ISBN:
Category :
Languages : en
Pages : 38

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Author: Philippe Robert
Publisher: Springer Science & Business Media
ISBN: 3662130521
Category : Mathematics
Languages : en
Pages : 406

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Book Description
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.

Author: B. Grigelionis
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3112314190
Category : Mathematics
Languages : en
Pages : 656

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No detailed description available for "GRIGELIONIS: PROCEEDINGS OF THE FIFTH VILNIUS CONFERE E-BOOK".

Author: B. Grigelionis
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 311231932X
Category : Mathematics
Languages : en
Pages : 752

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Book Description
No detailed description available for "Probability Theory and Mathematical Statistics".

Author: R. Syski
Publisher: IOS Press
ISBN: 9789051990607
Category : Computers
Languages : en
Pages : 564

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Book Description
This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c