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Elements of Queueing Theory : Palm Martingale Calculus and Stochastic Recurrences / by Francois Baccelli, Pierre Bremaud
(Stochastic Modelling and Applied Probability. ISSN:2197439X ; 26)

2nd ed. 2003.
出版者 Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年 2003
本文言語 英語
大きさ XIV, 334 p : online resource
冊子体 Elements of queueing theory : palm martingale calculus and stochastic recurrences / François Baccelli, Pierre Brémaud
著者標目 *Baccelli, Francois author
Bremaud, Pierre author
SpringerLink (Online service)
件 名 LCSH:Probabilities
LCSH:Statistics
LCSH:Telecommunication
LCSH:Econometrics
FREE:Probability Theory
FREE:Statistical Theory and Methods
FREE:Communications Engineering, Networks
FREE:Quantitative Economics
一般注記 The Palm Calculus of Point Processes -- Stationarity and Coupling -- Formulas -- Stochastic Ordering of Queues
The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approach to queuing. This book, presenting the mathematical foundations of the theory of stationary queuing systems, contains a thorough treatment of both of these. This approach helps to clarify the picture, in that it separates the task of obtaining the key system formulas from that of proving convergence to a stationary state and computing its law. The theory is constantly illustrated by classical results and models: Pollaczek-Khintchin and Tacacs formulas, Jackson and Gordon-Newell networks, multiserver queues, blocking queues, loss systems etc., but it also contains recent and significant examples, where the tools developed turn out to be indispensable. Several other mathematical tools which are useful within this approach are also presented, such as the martingale calculus for point processes, or stochastic ordering for stationary recurrences. This thoroughly revised second edition contains substantial additions - in particular, exercises and their solutions - rendering this now classic reference suitable for use as a textbook
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HTTP:URL=https://doi.org/10.1007/978-3-662-11657-9
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分 類 LCC:QA273.A1-274.9
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書誌ID 4000110772
ISBN 9783662116579

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