Stochastic Networks and Queues:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2003
|
Schriftenreihe: | Applications of Mathematics, Stochastic Modelling and Applied Probability
52 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 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 |
Beschreibung: | 1 Online-Ressource (XVII, 399 p) |
ISBN: | 9783662130520 9783642056253 |
ISSN: | 0172-4568 |
DOI: | 10.1007/978-3-662-13052-0 |
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Datensatz im Suchindex
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any_adam_object | |
author | Robert, Philippe |
author_facet | Robert, Philippe |
author_role | aut |
author_sort | Robert, Philippe |
author_variant | p r pr |
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dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
dewey-sort | 3519.2 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-3-662-13052-0 |
format | Electronic eBook |
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institution | BVB |
isbn | 9783662130520 9783642056253 |
issn | 0172-4568 |
language | English |
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series2 | Applications of Mathematics, Stochastic Modelling and Applied Probability |
spelling | Robert, Philippe Verfasser aut Stochastic Networks and Queues by Philippe Robert Berlin, Heidelberg Springer Berlin Heidelberg 2003 1 Online-Ressource (XVII, 399 p) txt rdacontent c rdamedia cr rdacarrier Applications of Mathematics, Stochastic Modelling and Applied Probability 52 0172-4568 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 Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Operations Research, Management Science Mathematik Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Warteschlangennetz (DE-588)4225823-6 gnd rswk-swf Warteschlangennetz (DE-588)4225823-6 s Stochastisches Modell (DE-588)4057633-4 s 1\p DE-604 https://doi.org/10.1007/978-3-662-13052-0 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Robert, Philippe Stochastic Networks and Queues Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Operations Research, Management Science Mathematik Stochastisches Modell (DE-588)4057633-4 gnd Warteschlangennetz (DE-588)4225823-6 gnd |
subject_GND | (DE-588)4057633-4 (DE-588)4225823-6 |
title | Stochastic Networks and Queues |
title_auth | Stochastic Networks and Queues |
title_exact_search | Stochastic Networks and Queues |
title_full | Stochastic Networks and Queues by Philippe Robert |
title_fullStr | Stochastic Networks and Queues by Philippe Robert |
title_full_unstemmed | Stochastic Networks and Queues by Philippe Robert |
title_short | Stochastic Networks and Queues |
title_sort | stochastic networks and queues |
topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Operations Research, Management Science Mathematik Stochastisches Modell (DE-588)4057633-4 gnd Warteschlangennetz (DE-588)4225823-6 gnd |
topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Operations Research, Management Science Mathematik Stochastisches Modell Warteschlangennetz |
url | https://doi.org/10.1007/978-3-662-13052-0 |
work_keys_str_mv | AT robertphilippe stochasticnetworksandqueues |