Author | Baccelli, Franรงois. author |
---|---|

Title | Elements of Queueing Theory [electronic resource] : Palm Martingale Calculus and Stochastic Recurrences / by Franรงois Baccelli, Pierre Brรฉmaud |

Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2003 |

Edition | Second Edition |

Connect to | http://dx.doi.org/10.1007/978-3-662-11657-9 |

Descript | XIV, 334 p. online resource |

SUMMARY

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

CONTENT

The Palm Calculus of Point Processes -- Stationarity and Coupling -- Formulas -- Stochastic Ordering of Queues

Mathematics
Probabilities
Statistics
Electrical engineering
Economic theory
Mathematics
Probability Theory and Stochastic Processes
Statistical Theory and Methods
Communications Engineering Networks
Economic Theory/Quantitative Economics/Mathematical Methods