 The Resource Probability, Markov chains, queues, and simulation : the mathematical basis of performance modeling, William J. Stewart

# Probability, Markov chains, queues, and simulation : the mathematical basis of performance modeling, William J. Stewart Resource Information The item Probability, Markov chains, queues, and simulation : the mathematical basis of performance modeling, William J. Stewart represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.

Label
Probability, Markov chains, queues, and simulation : the mathematical basis of performance modeling
Title
Probability, Markov chains, queues, and simulation
Title remainder
the mathematical basis of performance modeling
Statement of responsibility
William J. Stewart
Creator
Subject
Language
eng
Summary
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 set-based probability, through probability distributions, to bounds, limit theorems, and the laws of large numbers. Discrete and continuous-time Markov chains are analyzed from a theoretical and computational point of view. Topics include the Chapman-Kolmogorov 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 birth-death processes are analyzed in detail, as are queues with phase-type 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
DLC
1946-
Stewart, William J.
Dewey number
519.201/13
Illustrations
illustrations
Index
index present
LC call number
QA273
LC item number
.S7532 2009
Literary form
non fiction
Nature of contents
bibliography
• Probabilities
• Markov processes
• Queuing theory
Label
Probability, Markov chains, queues, and simulation : the mathematical basis of performance modeling, William J. Stewart
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. -747) and index
Carrier category
volume
Carrier category code
• nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
• txt
Content type MARC source
rdacontent
Contents
Probability -- Combinatorics : the art of counting -- Random variables and distribution functions -- Joint and conditional distributions -- Expectations and more -- Discrete distribution functions -- Continuous distribution functions -- Bounds and limit theorems -- Discrete- and continuous-time Markov chains -- Numerical solution of Markov chains -- Elementary queueing theory -- Queues with phase-type laws : neuts' matrix-geometric method -- The z-transform approach to solving Markovian queues -- The M/G/1 and G/M/1 queues -- Queueing networks -- Some probabilistic and deterministic applications of random numbers -- Uniformly distributed "random" numbers -- Nonuniformly distributed "random" numbers -- Implementing discrete-event simulations -- Simulation measurements and accuracy
Control code
ocn255018592
Dimensions
27 cm.
Extent
xviii, 758 p.
Isbn
9780691140629
Lccn
2008041122
Media category
unmediated
Media MARC source
rdamedia
Media type code
• n
Other physical details
ill.
Label
Probability, Markov chains, queues, and simulation : the mathematical basis of performance modeling, William J. Stewart
Publication
Bibliography note
Includes bibliographical references (p. -747) and index
Carrier category
volume
Carrier category code
• nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
• txt
Content type MARC source
rdacontent
Contents
Probability -- Combinatorics : the art of counting -- Random variables and distribution functions -- Joint and conditional distributions -- Expectations and more -- Discrete distribution functions -- Continuous distribution functions -- Bounds and limit theorems -- Discrete- and continuous-time Markov chains -- Numerical solution of Markov chains -- Elementary queueing theory -- Queues with phase-type laws : neuts' matrix-geometric method -- The z-transform approach to solving Markovian queues -- The M/G/1 and G/M/1 queues -- Queueing networks -- Some probabilistic and deterministic applications of random numbers -- Uniformly distributed "random" numbers -- Nonuniformly distributed "random" numbers -- Implementing discrete-event simulations -- Simulation measurements and accuracy
Control code
ocn255018592
Dimensions
27 cm.
Extent
xviii, 758 p.
Isbn
9780691140629
Lccn
2008041122
Media category
unmediated
Media MARC source
rdamedia
Media type code
• n
Other physical details
ill.

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