Applied Probability and Queues (Stochastic Modelling and Applied Probability, 51)

This book is an introduction to queueing theory. It provides a thorough treatment of Markov processes, renewal theory, regenerative processes, and random walks and discusses in some detail basic models including G1/G/I queue, risk processes, and dams. Particular attention has been given to modern probablistic points of view, as alternatives to traditional methods. Exercises are included and a survey of mathematical prerequisites are given in an appendix. This new edition has been thoroughly updated.

An introduction to queueing theory, and the first comprehensive account of new developments in the subject in the past decade. Provides a thorough treatment of Markov processes, renewal theory, regenerative processes and random walks, and discusses in some detail basic models including the GI/G/1 queue, risk processes, and dams. Particular attention has been given to modern probabilistic points of view, as alternatives to traditional analytic methods--but the choice of topics is traditional. Exercises included for key chapters. Survey of mathematical prerequisites given in an appendix. Illustrated.