Markov-modulated Queueing Systems PDF Download

Author: N. U. Prabhu
Publisher:
ISBN:
Category :
Languages : en
Pages : 104

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Author: Ward Whitt
Publisher: Springer Science & Business Media
ISBN: 0387217487
Category : Mathematics
Languages : en
Pages : 616

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From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews

Author: William J. Stewart
Publisher: CRC Press
ISBN: 9780824784058
Category : Mathematics
Languages : en
Pages : 738

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Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stationary distributions, including aggregation/disagg

Author: Marcel F. Neuts
Publisher: CRC Press
ISBN: 1000147576
Category : Mathematics
Languages : en
Pages : 536

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This book deals with Markov chains and Markov renewal processes (M/G/1 type). It discusses numerical difficulties which are apparently inherent in the classical analysis of a variety of stochastic models by methods of complex analysis.

Author: V. Lakshmikantham
Publisher: Walter de Gruyter
ISBN: 3110883236
Category : Mathematics
Languages : en
Pages : 4040

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Author: S. Chakravarthy
Publisher: CRC Press
ISBN: 1482292173
Category : Mathematics
Languages : en
Pages : 398

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Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union.

Author: S?ren Asmussen
Publisher: World Scientific
ISBN: 9814282529
Category : Mathematics
Languages : en
Pages : 621

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The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram‚r?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber?Shiu functions and dependence.

Author: Lorenzo Donatiello
Publisher: Springer Science & Business Media
ISBN: 9783540572978
Category : Computers
Languages : en
Pages : 692

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This volume contains the complete set of tutorial papers presented at the 16th IFIP (International Federation for Information Processing) Working Group 7.3 International Symposium on Computer Performance Modelling, Measurement and Evaluation, and a number of tutorial papers presented at the 1993 ACM (Association for Computing Machinery) Special Interest Group METRICS Conference on Measurement and Modeling of Computer Systems. The principal goal of the volume is to present an overview of recent results in the field of modeling and performance evaluation of computer and communication systems. The wide diversity of applications and methodologies included in the tutorials attests to the breadth and richness of current research in the area of performance modeling. The tutorials may serve to introduce a reader to an unfamiliar research area, to unify material already known, or simply to illustrate the diversity of research in the field. The extensive bibliographies guide readers to additional sources for further reading.

Author: Soren Asmussen
Publisher: World Scientific
ISBN: 9814500321
Category : Mathematics
Languages : en
Pages : 399

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Book Description
The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas like queueing theory.

Author: Demetres D. Kouvatsos
Publisher: Springer
ISBN: 0387348816
Category : Computers
Languages : en
Pages : 624

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Book Description
Asynchronous Transfer Mode (ATM) networks are widely considered to be the new generation of high speed communication systems both for broadband public information highways and for local and wide area private networks. ATM is designed to integrate existing and future voice, audio, image and data services. Moreover, ATM aims to simplify the complexity of switching and buffer management, to optimise intermediate node processing and buffering and to limit transmission delays. However, to support such diverse services on one integrated communication network, it is most essential, through careful engineering, to achieve a fruitful balance amongst the conflicting requirements of different quality of service constraints ensuring that one service does not have adverse implications on another. Over recent years there has been a great deal of progress in research and development of ATM technology, but there are still many interesting and important problems to be resolved such as traffic characterisation and control, routing and optimisation, ATM switching techniques and the provision of quality of service. This book presents thirty-two research papers, both from industry and academia, reflecting latest original achievements in the theory and practice of performance modelling of ATM networks worldwide. These papers were selected, subject to peer review, from those submitted as extended and revised versions out of fifty-nine shorter papers presented at the Second IFIP Workshop on "Performance Modelling and Evaluation of ATM Networks" July 4-7, 1994, Bradford University. At least three referees from the scientific committee and externally were involved in the selection of each paper.