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Author : Peter Franken
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 216 pages
Book Rating : 4.3/5 (91 download)
Download or read book Queues and Point Processes written by Peter Franken and published by John Wiley & Sons. This book was released on 1982 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Pierre Brémaud
Publisher :
ISBN 13 : 9783540905363
Total Pages : 354 pages
Book Rating : 4.9/5 (53 download)
Download or read book Point Processes and Queues, Martingale Dynamics written by Pierre Brémaud and published by . This book was released on 1981-01-01 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the Introduction: " The emphasis has been placed on topics of interest in systems science at large...The level of exposition and the inclusion of a large number of exercises with complete detailed solutions make this book usable as a text for graduate students in applied probability, electrical engineering, computer science, and operations research. The prerequisites in probability and random processes are recalled in the Appendices."
Author : Franken P.
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (44 download)
Download or read book Queues and point processes written by Franken P. and published by . This book was released on 1981 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : P. Bremaud
Publisher :
ISBN 13 :
Total Pages : 392 pages
Book Rating : 4.:/5 (318 download)
Download or read book Point Processes and Queues written by P. Bremaud and published by . This book was released on 1981-09-08 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the Introduction: " The emphasis has been placed on topics of interest in systems science at large...The level of exposition and the inclusion of a large number of exercises with complete detailed solutions make this book usable as a text for graduate students in applied probability, electrical engineering, computer science, and operations research. The prerequisites in probability and random processes are recalled in the Appendices."
Author : Peter Franken
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (17 download)
Download or read book Queues and Point Processes; by P. Franken, D. Konig, U. Arndt, V. Schmidt written by Peter Franken and published by . This book was released on 1981 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Pierre Brémaud
Publisher : Springer
ISBN 13 : 9783030627553
Total Pages : 556 pages
Book Rating : 4.6/5 (275 download)
Download or read book Point Process Calculus in Time and Space written by Pierre Brémaud and published by Springer. This book was released on 2021-12-07 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed for the study of stochastic models involving point processes, providing enough of the general theory for the reader to reach a technical level sufficient for most applications. Classical and not-so-classical models are examined in detail, including Poisson–Cox, renewal, cluster and branching (Kerstan–Hawkes) point processes.The applications covered in this text (queueing, information theory, stochastic geometry and signal analysis) have been chosen not only for their intrinsic interest but also because they illustrate the theory. Written in a rigorous but not overly abstract style, the book will be accessible to earnest beginners with a basic training in probability but will also interest upper graduate students and experienced researchers.
Author : Richard F. Serfozo
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (169 download)
Download or read book Extreme Values of Queues, Point Processes and Stochastic Networks written by Richard F. Serfozo and published by . This book was released on 1984 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)
Download or read book Queues and point processes written by and published by . This book was released on 1981 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : He Huang
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (859 download)
Download or read book Modeling Order Book Dynamics Using Queues and Point Processes written by He Huang and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: ABSTRACT: The objective of this dissertation is to study the queuing and point process models that try to capture as many features as possible of the high-frequency data of a limit order book. First, we use a generalized birth-death stochastic process to model the high-frequency dynamics of the limit order book, and illustrate it using parameters estimated from Level II data for a stock on the London Stock Exchange. A new feature of this model is that limit orders are allowed to arrive in multiple sizes, an important empirical feature of the order book. We can compute various quantities of interest without resorting to simulation, conditional on the state of the order book, such as the probability that the next move of the mid-price will be upward, or the probability, as a function of order size, that a limit ask order will be executed before a downward move in the mid-price. Furthermore, univariate-bivariate Hawkes' processes are developed and calibrated to capture the ``clustering'' and "mutually exciting'' features of the order arrivals in a limit order book. Although due to technical reasons, probabilities of interest such as those of prices going up for the next move are not shown for this model, a Monte Carlo simulation algorithm of point processes called emph{thinning algorithm} is successfully modified to derive the cumulative distribution functions of some first-passage times in the order book.
Author : Richard F. Serfozo
Publisher :
ISBN 13 :
Total Pages : 5 pages
Book Rating : 4.:/5 (227 download)
Download or read book Extreme Values of Queues, Point Processes and Stochastic Networks written by Richard F. Serfozo and published by . This book was released on 1985 with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contents: Compound Poisson Approximations; Partitions of Point Processes; Extreme Values of Birth and Death Processes and Queues; Stationary and Reversible Processes; Extremal Problems in Stochast Networks.
Author : Stanford University. Department of Statistics
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (123 download)
Download or read book Point Processes and Tandem Queues: Their Application to Traffic Flow written by Stanford University. Department of Statistics and published by . This book was released on 1969 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Martin Jacobsen
Publisher : Springer Science & Business Media
ISBN 13 : 0817644636
Total Pages : 325 pages
Book Rating : 4.8/5 (176 download)
Download or read book Point Process Theory and Applications written by Martin Jacobsen and published by Springer Science & Business Media. This book was released on 2006-07-27 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes Point processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory Accessible to a wider cross-disciplinary audience
Author : Philippe Robert
Publisher : Springer Science & Business Media
ISBN 13 : 3662130521
Total Pages : 406 pages
Book Rating : 4.6/5 (621 download)
Download or read book Stochastic Networks and Queues written by Philippe Robert and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Jewgeni H. Dshalalow
Publisher : CRC Press
ISBN 13 : 1000949931
Total Pages : 530 pages
Book Rating : 4.0/5 (9 download)
Download or read book Advances in Queueing Theory, Methods, and Open Problems written by Jewgeni H. Dshalalow and published by CRC Press. This book was released on 2023-07-21 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.
Author : L. Breuer
Publisher : Springer Science & Business Media
ISBN 13 : 9401002398
Total Pages : 165 pages
Book Rating : 4.4/5 (1 download)
Download or read book From Markov Jump Processes to Spatial Queues written by L. Breuer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: From Markov Jump Processes to Spatial Queues aims to develop a unified theory of spatial queues that yields concrete results for the performance analysis of mobile communication networks. A particular objective is to develop the most natural generalization of existing concepts (e.g. the BMAP) toward the needs of mobile communication networks. To these belong the spatial distribution of batch arrivals and users in the system as well as time-inhomogeneous (e.g. periodic) arrival intensities and user movements. One of the major recent challenges for the stochastic modelling of communication systems is the emergence of wireless networks, which are used by more and more subscribers today. The main new feature of those, which is not covered by classical queuing theory, clearly is the importance of the user location within the area that is served by the base stations of the network. In the framework of queuing theory, this opens up the natural extension of classical queuing models towards queues with a structured space in which users are served. The present book is intended to introduce this extension under the name of spatial queues. The main point of view and the general approach will be that of Markov jump processes. We start with a closer look into the theory. Then we present new results for the theory of stochastic processes as well as for classical queuing theory. Finally we introduce the new concepts of spatial Markovian arrival processes and spatial queues. The main text is divided into three parts. The first part provides a new presentation of the theory of Markov jump processes. We derive a number of new results, especially for time-inhomogeneous processes, which have been neglected too much in the current textbooks on stochastic processes. For the first time, the class of Markov-additive jump processes is analysed in detail. This extends and unifies all Markovian arrival processes that have been proposed up to now (including arrivals for fluid queues) and provides a foundation for the subsequent introduction of spatial Markovian arrival processes. The second part contains new results for classical queues with BMAP input. These include the first explicit formulae for the distribution of periodic queues. The class of fluid Markovian arrival processes is introduced, and we give statistical estimates for the parameters of a BMAP. In the third part, the concepts of spatial Markovian arrival processes (abbreviated: SMAPs) and spatial queues are introduced. After that, periodic spatial Markovian queues are analysed as a model for the cells of a wireless communication network. From Markov Jump Processes to Spatial Queues is intended to reach queuing theorists, researchers in the field of communication systems, as well as engineers with some background in probability theory. Furthermore, it is suitable as a textbook for advanced queuing theory on the graduate or post-graduate level.
Author : Natarajan Gautam
Publisher : CRC Press
ISBN 13 : 1439806586
Total Pages : 804 pages
Book Rating : 4.4/5 (398 download)
Download or read book Analysis of Queues written by Natarajan Gautam and published by CRC Press. This book was released on 2012-04-26 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written with students and professors in mind, Analysis of Queues: Methods and Applications combines coverage of classical queueing theory with recent advances in studying stochastic networks. Exploring a broad range of applications, the book contains plenty of solved problems, exercises, case studies, paradoxes, and numerical examples. In addition to the standard single-station and single class discrete queues, the book discusses models for multi-class queues and queueing networks as well as methods based on fluid scaling, stochastic fluid flows, continuous parameter Markov processes, and quasi-birth-and-death processes, to name a few. It describes a variety of applications including computer-communication networks, information systems, production operations, transportation, and service systems such as healthcare, call centers and restaurants.
Author : Tomasz Rolski
Publisher : Springer Science & Business Media
ISBN 13 : 1468462687
Total Pages : 149 pages
Book Rating : 4.4/5 (684 download)
Download or read book Stationary Random Processes Associated with Point Processes written by Tomasz Rolski and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this set of notes we study a notion of a random process assoc- ted with a point process. The presented theory was inSpired by q- ueing problems. However it seems to be of interest in other branches of applied probability, as for example reliability or dam theory. Using developed tools, we work out known, aswell as new results from queueing or dam theory. Particularly queues which cannot be treated by standard techniques serve as illustrations of the theory. In Chapter 1 the preliminaries are given. We acquaint the reader with the main ideas of these notes, introduce some useful notations, concepts and abbreviations. He also recall basic facts from ergodic theory, an important mathematical tool employed in these notes. Finally some basic notions from queues are reviewed. Chapter 2 deals with discrete time theory. It serves two purposes. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech nical details. However the discrete time theory also seems to be of interest itself. There are examples which have no counte~ in continuous time. Chapter 3 deals with continuous time theory. It also contains many basic results from queueing or dam theory. Three applications of the continuous time theory are given in Chapter 4. We show how to use the theory in order to get some useful bounds for the stationary distribution of a random process.
