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Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences
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Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Elements of Queueing Theory ([EBook] :) : Palm Martingale Calculus and Stochastic Recurrences / / by François Baccelli, Pierre Brémaud.
Author
Baccelli, François
Added Personal Name
Brémaud, Pierre
author.
Other name(s)
SpringerLink (Online service)
Edition statement
Second Edition.
Publication
Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 2003.
Physical Details
XIV, 334 p. : online resource.
Series
Applications of Mathematics, Stochastic Modelling and Applied Probability
0172-4568 ; ; 26
ISBN
9783662116579
Summary Note
The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approach to queuing. This book, presenting the mathematical foundations of the theory of stationary queuing systems, contains a thorough treatment of both of these. This approach helps to clarify the picture, in that it separates the task of obtaining the key system formulas from that of proving convergence to a stationary state and computing its law. The theory is constantly illustrated by classical results and models: Pollaczek-Khintchin and Tacacs formulas, Jackson and Gordon-Newell networks, multiserver queues, blocking queues, loss systems etc., but it also contains recent and significant examples, where the tools developed turn out to be indispensable. Several other mathematical tools which are useful within this approach are also presented, such as the martingale calculus for point processes, or stochastic ordering for stationary recurrences. This thoroughly revised second edition contains substantial additions - in particular, exercises and their solutions - rendering this now classic reference suitable for use as a textbook.:
Contents note
The Palm Calculus of Point Processes -- Stationarity and Coupling -- Formulas -- Stochastic Ordering of Queues.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-3-662-11657-9
Links to Related Works
Subject References:
Communications Engineering, Networks
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Economic theory
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Economic Theory/Quantitative Economics/Mathematical Methods
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Electrical engineering
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Mathematics
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Probabilities
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Probability theory and stochastic processes
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Statistical Theory and Methods
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Statistics
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Authors:
Baccelli, François
.
Brémaud, Pierre
.
Corporate Authors:
SpringerLink (Online service)
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Series:
Applications of Mathematics, Stochastic Modelling and Applied Probability
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Classification:
519.2
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519.2 (DDC 22)
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