Stochastic Networks

Stochastic Networks

Stochastic Networks

Stochastic Networks

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Overview

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

Product Details

ISBN-13: 9781107691704
Publisher: Cambridge University Press
Publication date: 02/27/2014
Series: Institute of Mathematical Statistics Textbooks , #2
Pages: 231
Product dimensions: 6.10(w) x 8.90(h) x 0.70(d)

About the Author

Frank Kelly is Professor of the Mathematics of Systems at the University of Cambridge. His main research interests are in random processes, networks and optimization. He is especially interested in applications to the design and control of networks and to the understanding of self-regulation in large-scale systems.

Elena Yudovina is a postdoctoral research fellow at the University of Michigan. Her research interests are in applications of queueing theory. She received her PhD from the University of Cambridge, where her interest in the subject was sparked by a course on stochastic networks taught by Frank Kelly.

Table of Contents

Overview; Part I: 1. Markov chains; 2. Queueing networks; 3. Loss networks; Part II: 4. Decentralized optimization; 5. Random access networks; 6. Effective bandwidth; Part III: 7. Internet congestion control; 8. Flow level internet models; Appendix A. Continuous time Markov processes; Appendix B. Little's law; Appendix C. Lagrange multipliers; Appendix D. Foster-Lyapunov criteria; References; Index.
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