| 书目名称 | Stochastic Networks and Queues |
| 编辑 | Philippe Robert |
| 视频video | |
| 概述 | uses the full strength of stochastic calculus methods applied to networks.detailed presentation of most classical queueing models.new material on scaling methods, fluid limits are thoroughly presented |
| 丛书名称 | Stochastic Modelling and Applied Probability |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2003 |
| 关键词 | Applied stochastic calculus; Ergodic theory; Fluid limits; M/M/1 queue; Martingale; Poisson process; Queue |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-662-13052-0 |
| isbn_softcover | 978-3-642-05625-3 |
| isbn_ebook | 978-3-662-13052-0Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag Berlin Heidelberg 2003 |
发表于 2025-3-21 16:37:28
