Skip to:Content
|
Bottom
Cover image for An introduction to queueing theory and matrix-analytic methods
Title:
An introduction to queueing theory and matrix-analytic methods
Personal Author:
Publication Information:
Dordrecht : Springer, 2005
ISBN:
9781402036309
Added Author:

Available:*

Library
Item Barcode
Call Number
Material Type
Item Category 1
Status
Searching...
30000010138914 QA274.8 B73 2005 Open Access Book Book
Searching...

On Order

Summary

Summary

The present textbook contains the recordsof a two-semester course on que- ing theory, including an introduction to matrix-analytic methods. This course comprises four hours oflectures and two hours of exercises per week andhas been taughtattheUniversity of Trier, Germany, for about ten years in - quence. The course is directed to last year undergraduate and?rst year gr- uate students of applied probability and computer science, who have already completed an introduction to probability theory. Its purpose is to present - terial that is close enough to concrete queueing models and their applications, while providing a sound mathematical foundation for the analysis of these. Thus the goal of the present book is two-fold. On the one hand, students who are mainly interested in applications easily feel bored by elaborate mathematical questions in the theory of stochastic processes. The presentation of the mathematical foundations in our courses is chosen to cover only the necessary results,which are needed for a solid foundation of the methods of queueing analysis. Further, students oriented - wards applications expect to have a justi?cation for their mathematical efforts in terms of immediate use in queueing analysis. This is the main reason why we have decided to introduce new mathematical concepts only when they will be used in the immediate sequel. On the other hand, students of applied probability do not want any heur- tic derivations just for the sake of yielding fast results for the model at hand.


Table of Contents

List of Figuresp. ix
Forewordp. xi
1 Queues: The Art of Modellingp. 1
Part I Markovian Methods
2 Markov Chains and Queues in Discrete Timep. 11
1 Definitionp. 11
2 Classification of Statesp. 15
3 Stationary Distributionsp. 20
4 Restricted Markov Chainsp. 27
5 Conditions for Positive Recurrencep. 29
6 The M/M/1 queue in discrete timep. 31
3 Homogeneous Markov Processes on Discrete State Spacesp. 39
1 Definitionp. 39
2 Stationary Distributionp. 46
4 Markovian Queues in Continuous Timep. 51
1 The M/M/1 Queuep. 51
2 Skip-Free Markov Processesp. 54
3 The M/M/[infinity] Queuep. 55
4 The M/M/k Queuep. 56
5 The M/M/k/k Queuep. 58
6 The M/M/k/k+c/N Queuep. 59
5 Markovian Queueing Networksp. 63
1 Balance Equations and Reversibility Propertiesp. 65
2 Jackson and Gordon-Newell Networksp. 80
3 Symmetric Service Disciplinesp. 99
Part II Semi-Markovian Methods
6 Renewal Theoryp. 113
1 Renewal Processesp. 113
2 Renewal Function and Renewal Equationsp. 116
3 Renewal Theoremsp. 118
4 Residual Life Times and Stationary Renewal Processesp. 124
5 Renewal Reward Processesp. 130
7 Markov Renewal Theoryp. 135
1 Regenerative Processesp. 135
2 Semi-Markov Processesp. 138
3 Semi-regenerative Processesp. 144
8 Semi-Markovian Queuesp. 147
1 The GI/M/1 Queuep. 147
2 The M/G/1 Queuep. 155
3 The GI/M/m Queuep. 160
Part III Matrix-Analytic Methods
9 Phase-Type Distributionsp. 169
1 Motivationp. 169
2 Definition and Examplesp. 171
3 Momentsp. 176
4 Closure Propertiesp. 178
10 Markovian Arrival Processesp. 185
1 The PH renewal processp. 185
2 From PH renewal processes to MAPsp. 187
3 From MAPs to BMAPsp. 188
4 Distribution of the Number of Arrivalsp. 190
5 Expected Number of Arrivalsp. 192
11 The GI/PH/1 Queuep. 197
1 The Embedded Markov Chainp. 198
2 Stationary Distribution at Arrival Instantsp. 199
3 Ergodicity of the Embedded Markov Chainp. 204
4 Asymptotic Distribution of the System Processp. 208
12 The BMAP/G/1 Queuep. 213
1 The Embedded Markov Chainp. 214
2 The Matrix Gp. 215
3 Stationary Distribution at Service Completionsp. 216
4 Asymptotic Distribution of the System Processp. 218
5 Stability Conditionsp. 224
13 Discrete Time Approachesp. 229
1 Discrete Phase-Type Distributionsp. 229
2 BMAPs in Discrete Timep. 232
3 Blockwise Skip-Free Markov Chainsp. 234
4 The PH/PH/1 Queue in Discrete Timep. 236
14 Spatial Markovian Arrival Processesp. 239
1 Arrivals in Spacep. 240
2 Properties of Spatial MAPsp. 245
15 Appendixp. 253
1 Conditional Expectations and Probabilitiesp. 253
2 Extension Theoremsp. 256
3 Transformsp. 258
4 Gershgorin's Circle Theoremp. 260
Referencesp. 263
Indexp. 269
Go to:Top of Page