Applied probability and queues. 2nd revised and extended ed. (English) Zbl 1029.60001

Asmussen, Søren

Applications of Mathematics 51. New York, NY: Springer (ISBN 0-387-00211-1/hbk; 978-1-4419-1809-3/pbk). xii, 438 p. (2003).

This book gives an introduction into the mathematics of queueing theory and some related fields like renewal theory on a graduate level. The first edition (Zbl 0624.60098) has been published in 1987. This second edition incorporates additional material including an extended treatment of queueing networks, and matrix-analytic methods as well as a number of additional topics, in particular Poisson’s equation, rare events and extreme values for regenerative processes, Skorokhod problems, and Lévy processes. The book is highly recommendable to graduate students having a thorough background in probability theory.

Reviewer: Ulrich Horst (Berlin)

MSC:

60-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60K25	Queueing theory (aspects of probability theory)
60Kxx	Special processes
60K10	Applications of renewal theory (reliability, demand theory, etc.)

Keywords:

queueing theory; Markov processes; renewal theory; Lévy processes

Citations:

Zbl 0624.60098