Stochastic Networks and Queues: A Probabilistic Approach (Stochastic Modelling and Applied Probability, 52, Band 52) - Hardcover

Robert, Philippe

Hardcover

ISBN 10: 3540006575 ISBN 13: 9783540006572

Verlag: Springer, 2003

Inhaltsangabe

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.

Über diesen Titel

Über die Autorin bzw. den Autor

Philippe Robert ist Kriminalsoziologe und Directeur de recherche am CNRS (Centre National de la Recherche Scientifique), Paris.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2003
• Sprache: Englisch
• ISBN 10: 3540006575
• ISBN 13: 9783540006572
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 416
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland