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Applied probability and queues / Soren Asmussen

Auteur principal : Asmussen, Søren, 1946-, AuteurType de document : MonographieCollection : Wiley series in probability and mathematical statisticsLangue : anglais.Pays : Grande Bretagne.Éditeur : Chichester : John Wiley & Sons, 1992Description : 1 vol. (X-318 p.) : ill. ; 24 cmISBN : 0471911739.ISSN : 0271-6232.Bibliographie : Bibliogr. p. 308-315. Index.Sujet MSC : 60Kxx, Probability theory and stochastic processes, Special processes
60K25, Probability theory and stochastic processes -- Special processes, Queueing theory
60K10, Probability theory and stochastic processes -- Special processes, Applications (reliability, demand theory, etc.)
60-02, Probability theory and stochastic processes, Research exposition (monographs, survey articles)
En-ligne : Zentralblatt | Springerlink - ed. 2003 dans Applications of mathematics | MathSciNet
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Bibliogr. p. 308-315. Index

The aim of this book is to give an introduction into the mathematical methods of queueing theory and related fields. The main point is: “probabilistic” methods and proofs are presented in contrast to the more traditional analytic methods of queueing theory. The book has three parts of nearly equal length: Part 1: Markov processes and Markovian queueing theory; Part 2: Renewal theory; Part 3: Special models and methods. Possibly the intentions of the author become more transparent from the following examples: i) The first propositions after defining a Markov chain are stated in terms of conditional expectations (strong Markov property) and the techniques available from this are applied. ii) The renewal theorem is proved twice: Firstly the analytic proof of Feller is presented, and after that the coupling proof which goes back to Lindvall. ... The book may be used as a textbook for a graduate or postgraduate courses in applied probability for students having a background in stochastic processes. This book is a useful supplement to the existing literature on queueing theory and applied probability. (Zentralblatt).

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