Applied Probability and Queues (Paperback, Softcover reprint of the original 2nd ed. 2003)

This book serves as an introduction to queuing theory and provides a thorough treatment of tools like Markov processes, renewal theory, random walks, Levy processes, matrix-analytic methods and change of measure. It also treats in detail basic structures like GI/G/1 and GI/G/s queues, Markov-modulated models and queuing networks, and gives an introduction to areas such as storage, inventory, and insurance risk. Exercises are included and a survey of mathematical prerequisites is given in an appendix This much updated and expanded second edition of the 1987 original contains an extended treatment of queuing networks and matrix-analytic methods as well as additional topics like Poisson's equation, the fundamental matrix, insensitivity, rare events and extreme values for regenerative processes, Palm theory, rate conservation, Levy processes, reflection, Skorokhod problems, Loynes' lemma, Siegmund duality, light traffic, heavy tails, the Ross conjecture and ordering, and finite buffer problems. Students and researchers in statistics, probability theory, operations research, and industrial engineering will find this book useful.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Stochastic Modelling and Applied Probability, 51
Release date:	November 2010
First published:	2003
Authors:	Soeren Asmussen
Dimensions:	235 x 155 x 29mm (L x W x T)
Format:	Paperback
Pages:	438
Edition:	Softcover reprint of the original 2nd ed. 2003
ISBN-13:	978-1-4419-1809-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Business & management > Management & management techniques > Operational research Books > Professional & Technical > Mechanical engineering & materials > Production engineering > General Promotions
LSN:	1-4419-1809-4
Barcode:	9781441918093

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