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This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft's Excel.
This text presents the practical application of queueing theory results for the design and analysis of manufacturing and production systems. This textbook makes accessible to undergraduates and beginning graduates many of the seemingly esoteric results of queueing theory. In an effort to apply queueing theory to practical problems, there has been considerable research over the previous few decades in developing reasonable approximations of queueing results. This text takes full advantage of these results and indicates how to apply queueing approximations for the analysis of manufacturing systems. Support is provided through the web site http://msma.tamu.edu. Students will have access to the answers of odd numbered problems and instructors will be provided with a full solutions manual, Excel files when needed for homework, and computer programs using Mathematica that can be used to solve homework and develop additional problems or term projects. In this second edition a separate appendix dealing with some of the basic event-driven simulation concepts has been added.
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