Research Catalog

Title

Elements of queueing theory : Palm Martingale calculus and stochastic recurrences / François Baccelli, Pierre Brémaud.

Author

Baccelli, F. (François), 1954-

Publication

Berlin ; New York : Springer, c2003.

Items in the Library & Off-site

Holdings

Details

Additional Authors

Brémaud, Pierre.

Description

xiv, 334 p. : ill.; 24 cm.

Series Statement

Applications of mathematics, 0172-4568 ; 26

Uniform Title

Applications of mathematics ; 26.

Alternative Title

Palm-martingale calculus and stochastic recurrences

Subject

• Point processes
• Queuing theory

Bibliography (note)

• Includes bibliographical references (p. [317]-327) and index.

Processing Action (note)

• committed to retain

Contents

1. The Palm calculus of point processes -- 1.1 Stationary marked point process -- 1.2 Palm probability -- 1.3 Basic formulas of Palm calculus -- 1.4 Examples -- 1.5 Local aspect of Palm probability -- 1.6 Ergodicity of a point process -- 1.7 Palm theory in discrete time -- 1.8 Stochastic intensity -- 1.9 Palm probability and stochastic intensity -- 1.10 Solutions to exercises -- 1.11 Bibliographical comments -- 2. Stationarity and coupling -- 2.1 Stability of the single server queue -- 2.2 Proof of Loynes' theorem -- 2.3 The multiserver queue -- 2.4 Coupling -- 2.5 Stochastic recurrences and their stationary regimes -- 2.6 Stability of the G/G/1/0 queue -- 2.7 The fluid queue -- 2.8 Other queueing systems -- 2.9 Stability of queueing networks via coupling -- 2.10 Queueing network stability via recurrence equations -- 2.11 Non-expansive stochastic recurrences -- 2.12 Solutions to exercises -- 2.13 Bibliographical comments -- 3. Formulas -- 3.1 The Little formula -- 3.2 Other applications of Campbell's formula -- 3.3 Event and time averages -- 3.4 Formulas derived from conservation equations -- 3.5 Applications of the stochastic intensity integration formula -- 3.6 Solutions to exercises -- 3.7 Bibliographical comments -- 4. Stochastic ordering of queues -- 4.1 Comparison of service disciplines -- 4.2 Comparison of queues -- 4.3 Association properties of queues -- 4.4 Stochastic comparison of time-stationary queues -- 4.5 Solutions to exercises -- 4.6 Bibliographical comments.

ISBN

3540660887 (acid-free paper)

LCCN

^^2002191197

Owning Institutions

Harvard Library