Fundamentals of Stochastic Networks


Book Description

An interdisciplinary approach to understanding queueing and graphical networks In today's era of interdisciplinary studies and research activities, network models are becoming increasingly important in various areas where they have not regularly been used. Combining techniques from stochastic processes and graph theory to analyze the behavior of networks, Fundamentals of Stochastic Networks provides an interdisciplinary approach by including practical applications of these stochastic networks in various fields of study, from engineering and operations management to communications and the physical sciences. The author uniquely unites different types of stochastic, queueing, and graphical networks that are typically studied independently of each other. With balanced coverage, the book is organized into three succinct parts: Part I introduces basic concepts in probability and stochastic processes, with coverage on counting, Poisson, renewal, and Markov processes Part II addresses basic queueing theory, with a focus on Markovian queueing systems and also explores advanced queueing theory, queueing networks, and approximations of queueing networks Part III focuses on graphical models, presenting an introduction to graph theory along with Bayesian, Boolean, and random networks The author presents the material in a self-contained style that helps readers apply the presented methods and techniques to science and engineering applications. Numerous practical examples are also provided throughout, including all related mathematical details. Featuring basic results without heavy emphasis on proving theorems, Fundamentals of Stochastic Networks is a suitable book for courses on probability and stochastic networks, stochastic network calculus, and stochastic network optimization at the upper-undergraduate and graduate levels. The book also serves as a reference for researchers and network professionals who would like to learn more about the general principles of stochastic networks.




Fundamentals of Queueing Networks


Book Description

This accessible book aims to collect in a single volume the essentials of stochastic networks. Stochastic networks have become widely used as a basic model of many physical systems in a diverse range of fields. Written by leading authors in the field, this book is meant to be used as a reference or supplementary reading by practitioners in operations research, computer systems, communications networks, production planning, and logistics.




Introduction to Stochastic Networks


Book Description

Beginning with Jackson networks and ending with spatial queuing systems, this book describes several basic stochastic network processes, with the focus on network processes that have tractable expressions for the equilibrium probability distribution of the numbers of units at the stations. Intended for graduate students and researchers in engineering, science and mathematics interested in the basics of stochastic networks that have been developed over the last twenty years, the text assumes a graduate course in stochastic processes without measure theory, emphasising multi-dimensional Markov processes. Alongside self-contained material on point processes involving real analysis, the book also contains complete introductions to reversible Markov processes, Palm probabilities for stationary systems, Little laws for queuing systems and space-time Poisson processes.




Stochastic Networks


Book Description

A compact, highly-motivated introduction to some of the stochastic models found useful in the study of communications networks.




Basics of Applied Stochastic Processes


Book Description

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.




Essentials of Stochastic Processes


Book Description

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.




Stochastic Network Optimization with Application to Communication and Queueing Systems


Book Description

This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are provided to illustrate the cost of approaching optimality. This theory is also applicable to problems in operations research and economics, where energy-efficient and profit-maximizing decisions must be made without knowing the future. Topics in the text include the following: - Queue stability theory - Backpressure, max-weight, and virtual queue methods - Primal-dual methods for non-convex stochastic utility maximization - Universal scheduling theory for arbitrary sample paths - Approximate and randomized scheduling theory - Optimization of renewal systems and Markov decision systems Detailed examples and numerous problem set questions are provided to reinforce the main concepts. Table of Contents: Introduction / Introduction to Queues / Dynamic Scheduling Example / Optimizing Time Averages / Optimizing Functions of Time Averages / Approximate Scheduling / Optimization of Renewal Systems / Conclusions




Fundamentals of Probability and Stochastic Processes with Applications to Communications


Book Description

This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering. The author explains the basic concepts of these topics as plainly as possible so that people with no in-depth knowledge of these mathematical topics can better appreciate their applications in real problems. Applications examples are drawn from various areas of communications. If a reader is interested in understanding probability and stochastic processes that are specifically important for communications networks and systems, this book serves his/her need.




Stochastic Geometry for Wireless Networks


Book Description

Analyse wireless network performance and improve design choices for future architectures and protocols with this rigorous introduction to stochastic geometry.




Introduction to Stochastic Programming


Book Description

This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.