Stochastic Networks and Queues - Couverture rigide

Robert, Philippe

 
9783540006572: Stochastic Networks and Queues
Couverture rigide
ISBN 10 : 3540006575 ISBN 13 : 9783540006572
Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2003

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'édition
2003
Langue
anglais
ISBN 10 
3540006575
ISBN 13 
9783540006572
Reliure
Relié
Nombre de pages
416
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Autres éditions populaires du même titre

9783642056253: Stochastic Networks and Queues

Edition présentée

ISBN 10 :  3642056253 ISBN 13 :  9783642056253
Editeur : Springer, 2010
Couverture souple