Applied Probability and Queues

2. Auflage Softcover version of original hardcover Auflage 2003
ISBN: 978-1-4419-1809-3
Verlag: Springer

Buch, Englisch, Band 51, 438 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 1390 g

Reihe: Stochastic Modelling and Applied Probability

"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

Zielgruppe

Research

Autoren/Hrsg.

Asmussen, Soeren

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Operations Research Spieltheorie
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

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.