Elements of Queueing Theory Palm Martingale Calculus and Stochastic Recurrences

The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approach to queuing. This book, presenting the mathematical foundations of the theory of stationary queuing systems, contains a thorough treatment of both of these. This approach helps to clarify the pictur...

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Bibliographic Details
Main Authors: Baccelli, Francois, Bremaud, Pierre (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2003, 2003
Edition:2nd ed. 2003
Series:Stochastic Modelling and Applied Probability
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Description
Summary:The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approach to queuing. This book, presenting the mathematical foundations of the theory of stationary queuing systems, contains a thorough treatment of both of these. This approach helps to clarify the picture, in that it separates the task of obtaining the key system formulas from that of proving convergence to a stationary state and computing its law. The theory is constantly illustrated by classical results and models: Pollaczek-Khintchin and Tacacs formulas, Jackson and Gordon-Newell networks, multiserver queues, blocking queues, loss systems etc., but it also contains recent and significant examples, where the tools developed turn out to be indispensable. Several other mathematical tools which are useful within this approach are also presented, such as the martingale calculus for point processes, or stochastic ordering for stationary recurrences. This thoroughly revised second edition contains substantial additions - in particular, exercises and their solutions - rendering this now classic reference suitable for use as a textbook
Physical Description:XIV, 334 p online resource
ISBN:9783662116579