Applied Probability and Queues - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applied Probability and Queues write by Soeren Asmussen. This book was released on 2008-01-08. Applied Probability and Queues available in PDF, EPUB and Kindle. "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
Applied Probability and Queues
Applied Probability and Queues - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applied Probability and Queues write by Søren Asmussen. This book was released on 2003-05-15. Applied Probability and Queues available in PDF, EPUB and Kindle. "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
Stochastic Networks and Queues
Stochastic Networks and Queues - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Networks and Queues write by Philippe Robert. This book was released on 2013-04-17. Stochastic Networks and Queues available in PDF, EPUB and Kindle. 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.
Stochastic Storage Processes
Stochastic Storage Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Storage Processes write by Narahari U. Prabhu. This book was released on 2012-12-06. Stochastic Storage Processes available in PDF, EPUB and Kindle. This book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a text I used my earlier book, Queues and Inventories (John Wiley, New York, 1965). Over the years the emphasis in this course shifted from detailed analysis of probability models to the study of stochastic processes that arise from them, and the subtitle of the text, "A Study of Their Basic Stochastic Processes," became a more appropriate description of the course. My own research into the fluctuation theory for U:vy processes provided a new perspective on the topics discussed, and enabled me to reorganize the material. The lecture notes used for the course went through several versions, and the final version became this book. A detailed description of my approach will be found in the Introduction. I have not attempted to give credit to authors of individual results. Readers interested in the historical literature should consult the Selected Bibliography given at the end of the Introduction. The original work in this area is presented here with simpler proofs that make full use of the special features of the underlying stochastic processes. The same approach makes it possible to provide several new results. Thanks are due to Kathy King for her excellent typing of the manuscript.
Applied Probability and Stochastic Processes
Applied Probability and Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applied Probability and Stochastic Processes write by Richard Martin Feldman. This book was released on 1996. Applied Probability and Stochastic Processes available in PDF, EPUB and Kindle. In this book, Feldman and Valdez-Flores present applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications for the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. Unique features of the book include a self-contained chapter on simulation (Chapter 3) and early introduction of Markov chains.
