附註:Includes bibliographical references (pages 416-430) and index.
Simple Markovian Models -- Markov Chains -- Markov Jump Processes -- Queueing Theory at the Markovian Level -- Basic Mathematical Tools -- Basic Renewal Theory -- Regenerative Processes -- Further Topics in Renewal Theory and Regenerative Processes -- Random Walks -- Special Models and Methods -- Steady-State Properties of GI/G/1 -- Explicit Examples in the Theory of Random Walks and Single Server Queues -- Multidimensional Methods -- Many-server Queues -- Conjugate Processes -- Insurance Risk, DAM and Storage Models -- Appendices.
摘要:This book serves as an introduction to queuing theory and provides a thorough treatment of tools like Markov processes, renewal theory, random walks, Levy processes, matrix-analytic methods and change of measure. It also treats in detail basic structures like GI/G/1 and GI/G/s queues, Markov-modulated models and queuing networks, and gives an introduction to areas such as storage, inventory, and insurance risk. Exercises are included and a survey of mathematical prerequisites is given in an appendix This much updated and expanded second edition of the 1987 original contains an extended treatment of queuing networks and matrix-analytic methods as well as additional topics like Poisson's equation, the fundamental matrix, insensitivity, rare events and extreme values for regenerative processes, Palm theory, rate conservation, Levy processes, reflection, Skorokhod problems, Loynes' lemma, Siegmund duality, light traffic, heavy tails, the Ross conjecture and ordering, and finite buffer problems. Students and researchers in statistics, probability theory, operations research, and industrial engineering will find this book useful.
