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基本説明
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, and more.
Full 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
Contents
Simple Markovian Models.- Markov Chains.- Markov Jump Processes.- Queueing Theory at the Markovian Level.- Queueing Networks and Insensitivity.- Some General Tools and Methods.- Renewal Theory.- Regenerative Processes.- Further Topics in Renewal Theory and Regenerative Processes.- Random Walks.- Lévy Processes, Reflection and Duality.- Special Models and Methods.- Steady-State Properties of of GI/G/1.- Markov Additive Models.- Many-Server Queues.- Exponential Change of Measure.- Dams, Inventories and Insurance Risk.