Elements of Queueing Theory

Elements of Queueing Theory

Palm Martingale Calculus and Stochastic Recurrences

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Queueing theory is a fascinating subject in Applied Probability for two con tradictory reasons: it sometimes requires the most sophisticated tools of stochastic processes, and it often leads to simple and explicit answers. More over its interest has been steadily growing since the pioneering work of Erlang in 1917 on the blocking of telephone calls, to the more recent applications on the design of broadband communication networks and on the performance evaluation of computer architectures. All this led to a huge literature, articles and books, at various levels of mathematical rigor. Concernin...