Applied Probability and Queues [Paperback]

This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers. --MATHEMATICAL REVIEWS

Simple Markovian Models * Markov Chains * Markov Jump Processes * Queueing Theory at the Markovian Level * Basic Mathematical Tools * Basic Renewal Theory * Regenerative Processes * Further Topics in Renewal Theory and Regenerative Processes * Random Walks * Special Models and Methods * Steady-State Properties of GI/G/1 * Explicit Examples in the Theory of Random Walks and Single Server Queues * Multidimensional Methods * Many-server Queues * Conjugate Processes * Insurance Risk, DAM and Storage Models * Appendices

From the reviews:

The author has substantially extended and updated the material to reflect developments over the period. & The book is mainly aimed at academics and researchers, but should appeal to a wider audience of practitioners using applied probability models & . there is much for the less well-equipped reader to enjoy and profit from. & I would rate it as essential for any library & and I can happily recommend it, especially to young researchers starting out in the field. (S Collins, Journal of the Operational Research Society, Vol. 56, 2005)

From the reviews of the second edition:

This book gives an introduction into the mathematics of queueing theory and some related fields like renewal theory on a graduate level. & This second edition incorporates additional material & . The book is highly recommendable to graduate students having a thorough background in probablÓï