Applied Probability and Queues Theory

by Søren Asmussen, Suren Asmussen

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.

330 pages, Hardcover

First published May 6, 1987