Sample-Path Analysis of Queueing Systems

SamplePath Analysis of Queueing Systems uses a deterministic samplepathapproach to analyze stochastic systems primarily queueing systems and moregeneral inputou... » 

SamplePath Analysis of Queueing Systems uses a deterministic samplepathapproach to analyze stochastic systems primarily queueing systems and moregeneral inputoutput systems. Among other topics of interest it deals withestablishing fundamental relations between asymptotic frequencies and averagespathwise stability and insensitivity. These results are utilized to establishuseful performance measures. The intuitive deterministic approach of this bookwill give researchers teachers practitioners and students better insightsinto many results in queueing theory. The simplicity and intuitive appeal ofthe arguments will make these results more accessible with no sacrifice ofmathematical rigor. Recent topics such as pathwise stability are also coveredin this context. The book consistently takes the point of view of focusing onone sample path of a stochastic process. Hence it is devoted to providing puresamplepath arguments. With this approach it is possible to separate the issueof the validity of a relationship from issues of existence of limits andorconstruction of stationary framework. Generally in many cases of interest inqueueing theory relations hold assuming limits exist and the proofs areelementary and intuitive. In other cases proofs of the existence of limitswill require the heavy machinery of stochastic processes. The authors feel thatsamplepath analysis can be best used to provide general results that areindependent of stochastic assumptions complemented by use of probabilisticarguments to carry out a more detailed analysis. This book focuses on the firstpart of the picture. It does however provide numerous examples that invokestochastic assumptions which typically are presented at the ends of thechapters. «