Elements of Queueing Theory: Palm-Martingale Calculus and Stochastic Recurrences

Baccelli, F. and Bremaud, P.

ISBN 10: 3540533478 / ISBN 13: 9783540533474

Editore: Spring Books, 1994

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This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:3540533478.

Codice articolo 8490959

Dati bibliografici

• Titolo: Elements of Queueing Theory: Palm-Martingale Calculus and Stochastic Recurrences
• Editore: Spring Books
• Data di pubblicazione: 1994
• Lingua: Inglese
• ISBN 10: 3540533478
• ISBN 13: 9783540533474
• Rilegatura: Rilegato
• Condizione: Fair
• Peso: 650 grammi
• Cataloghi dei venditori:
  • Mathematics

Descrizione articolo

Riassunto

This book contains an introduction to general probabilistic methods applicable to queueing systems with ergodic inputs. The main aspects treated are stability (construction of stationary states and convergence theory), time and customer averages (system equations), comparison of service disciplines and priority rules. These include, among other topics, Loynes' theory and its extensions, the basic fomulas (L=*LAMBDA*W, L=*LAMBDA*G, Kleinrock's invariance relations), PASTA, insensitivity, and optimality of SPRT. The originality of the presentation lies in the systematic use of recurrence equations to describe the dynamics of the systems, and of the Palm probability framework to describe the stationary behaviour of such systems. Also, the point of view adopted is purely probabilistic, emphasizing the use of coupling and sample path arguments (ergodic and sub-additive ergodic theory, trajectory realization of stochastic orders). The book contains an introduction on the theory of palm probability on the real line, and shows the various connections with the theory of stochastic intensity.