Probability, Markov Chains, Queues, and Simulation (eBook)
by William J. Stewart (Author)

 244,170 Words
 776 Pages
Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to graduate and advanced undergraduate students taking courses in which stochastic processes play a fundamental role. The textbook is relevant to a wide variety of fields, including computer science, engineering, operations research, statistics, and mathematics.
The textbook looks at the fundamentals of probability theory, from the basic concepts of setbased probability, through probability distributions, to bounds, limit theorems, and the laws of large numbers. Discrete and continuoustime Markov chains are analyzed from a theoretical and computational point of view. Topics include the ChapmanKolmogorov equations; irreducibility; the potential, fundamental, and reachability matrices; random walk problems; reversibility; renewal processes; and the numerical computation of stationary and transient distributions. The M/M/1 queue and its extensions to more general birthdeath processes are analyzed in detail, as are queues with phasetype arrival and service processes. The M/G/1 and G/M/1 queues are solved using embedded Markov chains; the busy period, residual service time, and priority scheduling are treated. Open and closed queueing networks are analyzed. The final part of the book addresses the mathematical basis of simulation.
Each chapter of the textbook concludes with an extensive set of exercises. An instructor's solution manual, in which all exercises are completely worked out, is also available (to professors only).
 Numerous examples illuminate the mathematical theories
 Carefully detailed explanations of mathematical derivations guarantee a valuable pedagogical approach
 Each chapter concludes with an extensive set of exercises
 Released: July 6, 2009
 Categories: Computers & Internet, Education, Science & Nature
 Language: English
 Publisher: Princeton University Press
 ISBN10: 1400832810
 ISBN13: 9781400832811