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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.
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Previews available in: English
Subjects
Markov processes, Queuing theory, Stochastic processes, Processus stochastique, Files d'attente, Théorie des, Probabilités, Théorie file attente, Processus Markov, Processus stochastiques, Processus de Markov, Probabilities, Mathematics, Operations research, Distribution (Probability theory), Industrial engineeringEdition | Availability |
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Edition Notes
Includes bibliographical references (p. [416]-430) and index.
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Feedback?September 5, 2024 | Edited by MARC Bot | import existing book |
October 18, 2022 | Edited by ImportBot | import existing book |
June 28, 2019 | Edited by MARC Bot | import existing book |
December 4, 2010 | Edited by Open Library Bot | Added subjects from MARC records. |
December 10, 2009 | Created by WorkBot | add works page |