Fundamentals Of Stochastic Networks PDF Download
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Author | : Oliver C. Ibe |
Publisher | : John Wiley & Sons |
Total Pages | : 263 |
Release | : 2011-08-24 |
Genre | : Mathematics |
ISBN | : 1118092988 |
Download Fundamentals of Stochastic Networks Book in PDF, ePub and Kindle
An interdisciplinary approach to understanding queueing and graphical networks In today's era of interdisciplinary studies and research activities, network models are becoming increasingly important in various areas where they have not regularly been used. Combining techniques from stochastic processes and graph theory to analyze the behavior of networks, Fundamentals of Stochastic Networks provides an interdisciplinary approach by including practical applications of these stochastic networks in various fields of study, from engineering and operations management to communications and the physical sciences. The author uniquely unites different types of stochastic, queueing, and graphical networks that are typically studied independently of each other. With balanced coverage, the book is organized into three succinct parts: Part I introduces basic concepts in probability and stochastic processes, with coverage on counting, Poisson, renewal, and Markov processes Part II addresses basic queueing theory, with a focus on Markovian queueing systems and also explores advanced queueing theory, queueing networks, and approximations of queueing networks Part III focuses on graphical models, presenting an introduction to graph theory along with Bayesian, Boolean, and random networks The author presents the material in a self-contained style that helps readers apply the presented methods and techniques to science and engineering applications. Numerous practical examples are also provided throughout, including all related mathematical details. Featuring basic results without heavy emphasis on proving theorems, Fundamentals of Stochastic Networks is a suitable book for courses on probability and stochastic networks, stochastic network calculus, and stochastic network optimization at the upper-undergraduate and graduate levels. The book also serves as a reference for researchers and network professionals who would like to learn more about the general principles of stochastic networks.
Author | : Hong Chen |
Publisher | : Springer Science & Business Media |
Total Pages | : 407 |
Release | : 2013-04-17 |
Genre | : Mathematics |
ISBN | : 1475753012 |
Download Fundamentals of Queueing Networks Book in PDF, ePub and Kindle
This accessible book aims to collect in a single volume the essentials of stochastic networks. Stochastic networks have become widely used as a basic model of many physical systems in a diverse range of fields. Written by leading authors in the field, this book is meant to be used as a reference or supplementary reading by practitioners in operations research, computer systems, communications networks, production planning, and logistics.
Author | : Richard Serfozo |
Publisher | : Springer Science & Business Media |
Total Pages | : 312 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461214823 |
Download Introduction to Stochastic Networks Book in PDF, ePub and Kindle
Beginning with Jackson networks and ending with spatial queuing systems, this book describes several basic stochastic network processes, with the focus on network processes that have tractable expressions for the equilibrium probability distribution of the numbers of units at the stations. Intended for graduate students and researchers in engineering, science and mathematics interested in the basics of stochastic networks that have been developed over the last twenty years, the text assumes a graduate course in stochastic processes without measure theory, emphasising multi-dimensional Markov processes. Alongside self-contained material on point processes involving real analysis, the book also contains complete introductions to reversible Markov processes, Palm probabilities for stationary systems, Little laws for queuing systems and space-time Poisson processes.
Author | : Richard Serfozo |
Publisher | : Springer Science & Business Media |
Total Pages | : 452 |
Release | : 2009-01-24 |
Genre | : Mathematics |
ISBN | : 3540893326 |
Download Basics of Applied Stochastic Processes Book in PDF, ePub and Kindle
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.
Author | : F. P. Kelly |
Publisher | : Cambridge University Press |
Total Pages | : 311 |
Release | : 2011-06-30 |
Genre | : Mathematics |
ISBN | : 1107401151 |
Download Reversibility and Stochastic Networks Book in PDF, ePub and Kindle
This timeless classic is back in print. Enjoyable reading for anyone interested in stochastic processes.
Author | : Richard Durrett |
Publisher | : Springer |
Total Pages | : 282 |
Release | : 2016-11-07 |
Genre | : Mathematics |
ISBN | : 3319456148 |
Download Essentials of Stochastic Processes Book in PDF, ePub and Kindle
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Author | : Philippe Robert |
Publisher | : Springer Science & Business Media |
Total Pages | : 406 |
Release | : 2013-04-17 |
Genre | : Mathematics |
ISBN | : 3662130521 |
Download Stochastic Networks and Queues Book in PDF, ePub and Kindle
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.
Author | : Kun Il Park |
Publisher | : Springer |
Total Pages | : 277 |
Release | : 2017-11-24 |
Genre | : Technology & Engineering |
ISBN | : 3319680757 |
Download Fundamentals of Probability and Stochastic Processes with Applications to Communications Book in PDF, ePub and Kindle
This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering. The author explains the basic concepts of these topics as plainly as possible so that people with no in-depth knowledge of these mathematical topics can better appreciate their applications in real problems. Applications examples are drawn from various areas of communications. If a reader is interested in understanding probability and stochastic processes that are specifically important for communications networks and systems, this book serves his/her need.
Author | : R. Srikant |
Publisher | : Cambridge University Press |
Total Pages | : 365 |
Release | : 2014 |
Genre | : Computers |
ISBN | : 1107036054 |
Download Communication Networks Book in PDF, ePub and Kindle
A modern mathematical approach to the design of communication networks for graduate students, blending control, optimization, and stochastic network theories alongside a broad range of performance analysis tools. Practical applications are illustrated by making connections to network algorithms and protocols. End-of-chapter problems covering a range of difficulties support student learning.
Author | : Martin Haenggi |
Publisher | : Cambridge University Press |
Total Pages | : 301 |
Release | : 2013 |
Genre | : Computers |
ISBN | : 1107014697 |
Download Stochastic Geometry for Wireless Networks Book in PDF, ePub and Kindle
Analyse wireless network performance and improve design choices for future architectures and protocols with this rigorous introduction to stochastic geometry.