Carte Stochastic Networks and Queues P. Robert

Stochastic Networks and Queues

A Probabilistic Approach

Autor: P. Robert
Limbă: engleză
Legare: Copertă tare
Editura: Springer, Berlin
Disponibilitate: În depozitul extern
Expediem în 10-13 zile
550.75 lei
Queues and stochastic networks are analyzed in this book with purely probabilistic methods. The purp...

Informații despre carte

Autor
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2003
Pagini
399
EAN
9783540006572
ISBN
3540006575
Enbook ID
01556218
Greutate
740
Dimensiuni
156 x 234 x 23

Descriere completă

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.

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