TY - BOOK ID - 5321675 TI - Stochastic networks and queues PY - 2003 VL - 52 SN - 3540006575 3642056253 3662130521 PB - Berlin ; New York : Springer, DB - UniCat KW - Queuing theory KW - Stochastic analysis KW - Files d'attente, Théorie des KW - Analyse stochastique KW - Queuing theory. KW - Stochastic analysis. KW - Files d'attente, Théorie des KW - Probabilities. KW - Operations research. KW - Management science. KW - Probability Theory and Stochastic Processes. KW - Operations Research, Management Science. KW - Quantitative business analysis KW - Management KW - Problem solving KW - Operations research KW - Statistical decision KW - Operational analysis KW - Operational research KW - Industrial engineering KW - Management science KW - Research KW - System theory KW - Probability KW - Statistical inference KW - Combinations KW - Mathematics KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk UR - https://www.unicat.be/uniCat?func=search&query=sysid:5321675 AB - Queues and stochastic networks are analyzed in this book with purely probabilistic methods. The purpose of these lectures is to show that general results from Markov processes, martingales or ergodic theory can be used directly to study the corresponding stochastic processes. Recent developments have shown that, instead of having ad-hoc methods, a better understanding of fundamental results on stochastic processes is crucial to study the complex behavior of stochastic networks. In this book, various aspects of these stochastic models are investigated in depth in an elementary way: Existence of equilibrium, characterization of stationary regimes, transient behaviors (rare events, hitting times) and critical regimes, etc. A simple presentation of stationary point processes and Palm measures is given. Scaling methods and functional limit theorems are a major theme of this book. In particular, a complete chapter is devoted to fluid limits of Markov processes. ER -