Stochastic Networks and Queues: 52 (Stochastic Modelling and Applied Probability, 52) - Hardcover

Robert, Philippe

Hardcover

ISBN 10: 3540006575 ISBN 13: 9783540006572

Publisher: Springer, 2003

Synopsis

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.

Edition details

• Publisher: Springer
• Publication date: 2003
• Language: English
• ISBN 10: 3540006575
• ISBN 13: 9783540006572
• Binding: Hardcover
• Number of pages: 416