Stochastic Modelling and Applied Probability

Asmussen, Soeren

This book is an introduction to queueing theory. It provides a thorough treatment of Markov processes, renewal theory, regenerative processes, and random walks and discusses in some detail basic models including G1/G/I queue, risk processes, and dams. Particular attention has been given to modern probablistic points of view, as alternatives to traditional methods. Exercises are included and a survey of mathematical prerequisites are given in an appendix. This new edition has been thoroughly updated.

Details

Published by: Springer

Publication Date: 2003-05-15

Format: Hardcover

ISBN-13: 9780387002118

DOI: 10.1007/b97236

Dimensions: 234cm x156cm

Pages: 438