Philippe Robert
Stochastic Networks and Queues: a Probabilistic Approach - Stochastic Modelling and Applied Probability Philippe Robert Softcover Reprint of the Original 1st Ed. 2003 edition

Name: Stochastic Networks and Queues: a Probabilistic Approach - Stochastic Modelling and Applied Probability
Price: 19628 JPY
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Author: Philippe Robert

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Hardcover Book

2003 edition

(2003) ¥ 19.628

Stochastic Networks and Queues: a Probabilistic Approach - Stochastic Modelling and Applied Probability

Philippe Robert

Softcover Reprint of the Original 1st Ed. 2003 edition

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.

416 pages, biography

メディア	書籍 Paperback Book (ソフトカバーで背表紙を接着した本)
リリース済み	2010年10月19日
ISBN13	9783642056253
出版社	Springer-Verlag Berlin and Heidelberg Gm
ページ数	416
寸法	155 × 235 × 22 mm · 589 g
言語	英語