|
|
libcats.org
Главная →
Elements of Queuing Theory: Palm-Martingale Calculus and Stochastic Recurrences (Applications of Mathematics)Elements of Queuing Theory: Palm-Martingale Calculus and Stochastic Recurrences (Applications of Mathematics)Francois Baccelli, Pierre BremaudThis book contains an introduction to general probabilistic methods applicable to queueing systems with ergodic inputs. The main aspects treated are stability (construction of stationary states and convergence theory), time and customer averages (system equations), comparison of service disciplines and priority rules. These include, among other topics, Loynes' theory and its extensions, the basic fomulas (L=*LAMBDA*W, L=*LAMBDA*G, Kleinrock's invariance relations), PASTA, insensitivity, and optimality of SPRT. The originality of the presentation lies in the systematic use of recurrence equations to describe the dynamics of the systems, and of the Palm probability framework to describe the stationary behaviour of such systems. Also, the point of view adopted is purely probabilistic, emphasizing the use of coupling and sample path arguments (ergodic and sub-additive ergodic theory, trajectory realization of stochastic orders). The book contains an introduction on the theory of palm probability on the real line, and shows the various connections with the theory of stochastic intensity.
Популярные книги за неделю:
Система упражнений по развитию способностей человека (Практическое пособие)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 818 Kb
Сотворение мира (3-х томник)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 817 Kb
Introduction to Functional Programming (Prentice Hall International Series in Computing Science)Автор: Richard Bird, Автор: Philip WadlerКатегория: Математика, Прикладная математика
Размер книги: 4.73 Mb
The Clean Coder: A Code of Conduct for Professional Programmers (Robert C. Martin Series)Автор: Robert C. Martin
Размер книги: 6.06 Mb
Только что пользователи скачали эти книги:
Термическое разложение и горение взрывчатых веществ и пороховАвтор: Манелис Г.Б. и др.
Размер книги: 118 Kb
Standard Catalog of World Coins: 1601 - 1700 / Стандартный каталог монет мира. 1601 - 1700Автор: Chester L. Krause and Clifford Mishler
Размер книги: 276.56 Mb
Система упражнений по развитию способностей человека (Практическое пособие)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 818 Kb
The China Study: The Most Comprehensive Study of Nutrition Ever Conducted And the Startling Implications for Diet, Weight Loss, And Long-term HealthАвтор: Thomas M. Campbell II, Автор: T. Colin Campbell
Размер книги: 5.80 Mb
|
|
|