Applied Probability and Queues

• Main Author: Asmussen, Søren (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2003.
• Edition: Second Edition.
• Series: Stochastic Modelling and Applied Probability, 51
• Subjects: Mathematics.; Operations research.; Decision making.; Management science.; Probabilities.; Industrial engineering.; Production engineering.; Probability Theory and Stochastic Processes.; Operations Research, Management Science.; Industrial and Production Engineering.; Operation Research/Decision Theory.

Table of Contents:

• 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.