| Applied Probability and Queues Contributor(s): Asmussen, Soeren (Author) |
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ISBN: 0387002111 ISBN-13: 9780387002118 Publisher: Springer OUR PRICE: $151.99 Product Type: Hardcover - Other Formats Published: May 2003 Annotation: This book serves as an introduction to queuing theory and provides a thorough treatment of tools like Markov processes, renewal theory, random walks, Levy processes, matrix-analytic methods and change of measure. It also treats in detail basic structures like GI/G/1 and GI/G/s queues, Markov-modulated models and queuing networks, and gives an introduction to areas such as storage, inventory, and insurance risk. Exercises are included and a survey of mathematical prerequisites is given in an appendix This much updated and expanded second edition of the 1987 original contains an extended treatment of queuing networks and matrix-analytic methods as well as additional topics like Poisson's equation, the fundamental matrix, insensitivity, rare events and extreme values for regenerative processes, Palm theory, rate conservation, Levy processes, reflection, Skorokhod problems, Loynes' lemma, Siegmund duality, light traffic, heavy tails, the Ross conjecture and ordering, and finite buffer problems. Students and researchers in statistics, probability theory, operations research, and industrial engineering will find this book useful. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Business & Economics | Operations Research - Technology & Engineering | Industrial Engineering |
| Dewey: 519.2 |
| LCCN: 2002042737 |
| Series: Stochastic Modelling and Applied Probability |
| Physical Information: 1.02" H x 6.1" W x 9.64" (1.71 lbs) 438 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: "This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS |