Stochastic Processes In Queueing Theory

Author : Alexandr Borovkov
Publisher : Springer Science & Business Media
Page : 291 pages
File Size : 42,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461298663

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Stochastic Processes in Queueing Theory by Alexandr Borovkov Pdf

The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in this book. Two approaches to the definition of these processes are possible depending on the direction of investigation. In accordance with this fact, the exposition of the subject can be broken up into two self-contained parts. The first of these forms the content of this monograph. . The definition of the queueing processes (systems) to be used here is dose to the traditional one and is connected with the introduction of so-called governing random sequences. We will introduce algorithms which describe the governing of a system with the aid of such sequences. Such a definition inevitably becomes rather qualitative since under these conditions a completely formal construction of a stochastic process uniquely describing the evolution of the system would require introduction of a complicated phase space not to mention the difficulties of giving the distribution of such a process on this phase space.

Author : Randolph Nelson
Publisher : Springer Science & Business Media
Page : 595 pages
File Size : 54,8 Mb
Release : 2013-06-29
Category : Mathematics
ISBN : 9781475724264

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Probability, Stochastic Processes, and Queueing Theory by Randolph Nelson Pdf

We will occasionally footnote a portion of text with a "**,, to indicate Notes on the that this portion can be initially bypassed. The reasons for bypassing a Text portion of the text include: the subject is a special topic that will not be referenced later, the material can be skipped on first reading, or the level of mathematics is higher than the rest of the text. In cases where a topic is self-contained, we opt to collect the material into an appendix that can be read by students at their leisure. The material in the text cannot be fully assimilated until one makes it Notes on "their own" by applying the material to specific problems. Self-discovery Problems is the best teacher and although they are no substitute for an inquiring mind, problems that explore the subject from different viewpoints can often help the student to think about the material in a uniquely per sonal way. With this in mind, we have made problems an integral part of this work and have attempted to make them interesting as well as informative.

Author : Jyotiprasad Medhi
Publisher : Elsevier
Page : 450 pages
File Size : 43,9 Mb
Release : 2002-11-06
Category : Mathematics
ISBN : 9780080541815

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Stochastic Models in Queueing Theory by Jyotiprasad Medhi Pdf

This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate important probabilities, and gives attention to proving the general theorems. It includes many recent topics, such as server-vacation models, diffusion approximations and optimal operating policies, and more about bulk-arrival and bull-service models than other general texts. * Current, clear and comprehensive coverage * A wealth of interesting and relevant examples and exercises to reinforce concepts * Reference lists provided after each chapter for further investigation

Author : Ronald W. Wolff
Publisher : Pearson
Page : 580 pages
File Size : 47,7 Mb
Release : 1989
Category : Mathematics
ISBN : UOM:39015060607937

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Stochastic Modeling and the Theory of Queues by Ronald W. Wolff Pdf

An integrated and up-to-date treatment of applied stochastic processes and queueing theory, with an emphasis on time-averages and long-run behavior. Theory demonstrates practical effects, such as priorities, pooling of queues, and bottlenecks. Appropriate for senior/graduate courses in queueing theory in Operations Research, Computer Science, Statistics, or Industrial Engineering departments. (vs. Ross, Karlin, Kleinrock, Heyman)

Author : Alexander A. Borovkov
Publisher : Springer
Page : 280 pages
File Size : 44,7 Mb
Release : 2011-11-06
Category : Mathematics
ISBN : 1461298679

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Stochastic Processes in Queueing Theory by Alexander A. Borovkov Pdf

The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in this book. Two approaches to the definition of these processes are possible depending on the direction of investigation. In accordance with this fact, the exposition of the subject can be broken up into two self-contained parts. The first of these forms the content of this monograph. . The definition of the queueing processes (systems) to be used here is dose to the traditional one and is connected with the introduction of so-called governing random sequences. We will introduce algorithms which describe the governing of a system with the aid of such sequences. Such a definition inevitably becomes rather qualitative since under these conditions a completely formal construction of a stochastic process uniquely describing the evolution of the system would require introduction of a complicated phase space not to mention the difficulties of giving the distribution of such a process on this phase space.

Author : Aleksandr Alekseevič Borovkov
Publisher : Unknown
Page : 280 pages
File Size : 52,8 Mb
Release : 1976-01-01
Category : Files d'attente, Théorie des
ISBN : 3540901612

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Stochastic Processes in Queueing Theory by Aleksandr Alekseevič Borovkov Pdf

Author : Francois Baccelli,Pierre Bremaud
Publisher : Springer Science & Business Media
Page : 346 pages
File Size : 52,5 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9783662116579

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Elements of Queueing Theory by Francois Baccelli,Pierre Bremaud Pdf

This fundamental exposition of queueing theory, written by leading researchers, answers the need for a mathematically sound reference work on the subject and has become the standard reference. The thoroughly revised second edition contains a substantial number of exercises and their solutions, which makes the book suitable as a textbook.

Author : U. Narayan Bhat
Publisher : Birkhäuser
Page : 339 pages
File Size : 55,7 Mb
Release : 2015-07-09
Category : Mathematics
ISBN : 9780817684211

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An Introduction to Queueing Theory by U. Narayan Bhat Pdf

This introductory textbook is designed for a one-semester course on queueing theory that does not require a course on stochastic processes as a prerequisite. By integrating the necessary background on stochastic processes with the analysis of models, the work provides a sound foundational introduction to the modeling and analysis of queueing systems for a broad interdisciplinary audience of students in mathematics, statistics, and applied disciplines such as computer science, operations research, and engineering. This edition includes additional topics in methodology and applications. Key features: • An introductory chapter including a historical account of the growth of queueing theory in more than 100 years. • A modeling-based approach with emphasis on identification of models • Rigorous treatment of the foundations of basic models commonly used in applications with appropriate references for advanced topics. • A chapter on matrix-analytic method as an alternative to the traditional methods of analysis of queueing systems. • A comprehensive treatment of statistical inference for queueing systems. • Modeling exercises and review exercises when appropriate. The second edition of An Introduction of Queueing Theory may be used as a textbook by first-year graduate students in fields such as computer science, operations research, industrial and systems engineering, as well as related fields such as manufacturing and communications engineering. Upper-level undergraduate students in mathematics, statistics, and engineering may also use the book in an introductory course on queueing theory. With its rigorous coverage of basic material and extensive bibliography of the queueing literature, the work may also be useful to applied scientists and practitioners as a self-study reference for applications and further research. "...This book has brought a freshness and novelty as it deals mainly with modeling and analysis in applications as well as with statistical inference for queueing problems. With his 40 years of valuable experience in teaching and high level research in this subject area, Professor Bhat has been able to achieve what he aimed: to make [the work] somewhat different in content and approach from other books." - Assam Statistical Review of the first edition

Author : Narahari U. Prabhu
Publisher : Springer Science & Business Media
Page : 148 pages
File Size : 46,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468401134

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Stochastic Storage Processes by Narahari U. Prabhu Pdf

This book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a text I used my earlier book, Queues and Inventories (John Wiley, New York, 1965). Over the years the emphasis in this course shifted from detailed analysis of probability models to the study of stochastic processes that arise from them, and the subtitle of the text, "A Study of Their Basic Stochastic Processes," became a more appropriate description of the course. My own research into the fluctuation theory for U:vy processes provided a new perspective on the topics discussed, and enabled me to reorganize the material. The lecture notes used for the course went through several versions, and the final version became this book. A detailed description of my approach will be found in the Introduction. I have not attempted to give credit to authors of individual results. Readers interested in the historical literature should consult the Selected Bibliography given at the end of the Introduction. The original work in this area is presented here with simpler proofs that make full use of the special features of the underlying stochastic processes. The same approach makes it possible to provide several new results. Thanks are due to Kathy King for her excellent typing of the manuscript.

Author : Jewgeni H. Dshalalow
Publisher : CRC Press
Page : 527 pages
File Size : 47,8 Mb
Release : 2023-07-21
Category : Business & Economics
ISBN : 9781000943290

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Advances in Queueing Theory, Methods, and Open Problems by Jewgeni H. Dshalalow Pdf

The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.

Author : Randolph Nelson
Publisher : Unknown
Page : 583 pages
File Size : 42,9 Mb
Release : 1995
Category : Electronic
ISBN : OCLC:773241859

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Probability, Stochastic Processes, and Queueing Theory by Randolph Nelson Pdf

Author : John F. Shortle,James M. Thompson,Donald Gross,Carl M. Harris
Publisher : John Wiley & Sons
Page : 576 pages
File Size : 54,7 Mb
Release : 2018-04-10
Category : Business & Economics
ISBN : 9781118943526

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Fundamentals of Queueing Theory by John F. Shortle,James M. Thompson,Donald Gross,Carl M. Harris Pdf

The definitive guide to queueing theory and its practical applications—features numerous real-world examples of scientific, engineering, and business applications Thoroughly updated and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fifth Edition presents the statistical principles and processes involved in the analysis of the probabilistic nature of queues. Rather than focus narrowly on a particular application area, the authors illustrate the theory in practice across a range of fields, from computer science and various engineering disciplines to business and operations research. Critically, the text also provides a numerical approach to understanding and making estimations with queueing theory and provides comprehensive coverage of both simple and advanced queueing models. As with all preceding editions, this latest update of the classic text features a unique blend of the theoretical and timely real-world applications. The introductory section has been reorganized with expanded coverage of qualitative/non-mathematical approaches to queueing theory, including a high-level description of queues in everyday life. New sections on non-stationary fluid queues, fairness in queueing, and Little’s Law have been added, as has expanded coverage of stochastic processes, including the Poisson process and Markov chains. • Each chapter provides a self-contained presentation of key concepts and formulas, to allow readers to focus independently on topics relevant to their interests • A summary table at the end of the book outlines the queues that have been discussed and the types of results that have been obtained for each queue • Examples from a range of disciplines highlight practical issues often encountered when applying the theory to real-world problems • A companion website features QtsPlus, an Excel-based software platform that provides computer-based solutions for most queueing models presented in the book. Featuring chapter-end exercises and problems—all of which have been classroom-tested and refined by the authors in advanced undergraduate and graduate-level courses—Fundamentals of Queueing Theory, Fifth Edition is an ideal textbook for courses in applied mathematics, queueing theory, probability and statistics, and stochastic processes. This book is also a valuable reference for practitioners in applied mathematics, operations research, engineering, and industrial engineering.

Author : Giancarlo Prati,Laura Prati
Publisher : Unknown
Page : 233 pages
File Size : 48,6 Mb
Release : 2014
Category : Mathematics
ISBN : 8846740599

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Introduction to Stochastic Processes and Queueing Theory by Giancarlo Prati,Laura Prati Pdf

Author : L. Breuer,Dieter Baum
Publisher : Springer Science & Business Media
Page : 274 pages
File Size : 46,7 Mb
Release : 2006-02-23
Category : Mathematics
ISBN : 9781402036316

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An Introduction to Queueing Theory by L. Breuer,Dieter Baum Pdf

The present textbook contains the recordsof a two–semester course on que- ing theory, including an introduction to matrix–analytic methods. This course comprises four hours oflectures and two hours of exercises per week andhas been taughtattheUniversity of Trier, Germany, for about ten years in - quence. The course is directed to last year undergraduate and?rst year gr- uate students of applied probability and computer science, who have already completed an introduction to probability theory. Its purpose is to present - terial that is close enough to concrete queueing models and their applications, while providing a sound mathematical foundation for the analysis of these. Thus the goal of the present book is two–fold. On the one hand, students who are mainly interested in applications easily feel bored by elaborate mathematical questions in the theory of stochastic processes. The presentation of the mathematical foundations in our courses is chosen to cover only the necessary results, which are needed for a solid foundation of the methods of queueing analysis. Further, students oriented - wards applications expect to have a justi?cation for their mathematical efforts in terms of immediate use in queueing analysis. This is the main reason why we have decided to introduce new mathematical concepts only when they will be used in the immediate sequel. On the other hand, students of applied probability do not want any heur- tic derivations just for the sake of yielding fast results for the model at hand.

Author : Muhammad El-Taha,Shaler Stidham Jr.
Publisher : Springer Science & Business Media
Page : 303 pages
File Size : 52,7 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781461557210

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Sample-Path Analysis of Queueing Systems by Muhammad El-Taha,Shaler Stidham Jr. Pdf

Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish useful performance measures. The intuitive deterministic approach of this book will give researchers, teachers, practitioners, and students better insights into many results in queueing theory. The simplicity and intuitive appeal of the arguments will make these results more accessible, with no sacrifice of mathematical rigor. Recent topics such as pathwise stability are also covered in this context. The book consistently takes the point of view of focusing on one sample path of a stochastic process. Hence, it is devoted to providing pure sample-path arguments. With this approach it is possible to separate the issue of the validity of a relationship from issues of existence of limits and/or construction of stationary framework. Generally, in many cases of interest in queueing theory, relations hold, assuming limits exist, and the proofs are elementary and intuitive. In other cases, proofs of the existence of limits will require the heavy machinery of stochastic processes. The authors feel that sample-path analysis can be best used to provide general results that are independent of stochastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. This book focuses on the first part of the picture. It does however, provide numerous examples that invoke stochastic assumptions, which typically are presented at the ends of the chapters.