/pdf/convex-analysisnoer-san-nojin-zhan-nituite-5dl2rbmoyr.pdf

Convex Analysisの二,三の進展について

Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

Convergence of Probability Measures

Praise for the Third Edition: "This is one of the best books available. Its excellent organizational structure allows quick reference to specific models and its clear presentation . . . solidifies the understanding of the concepts being presented."IIE Transactions on Operations EngineeringThoroughly revised and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fourth Edition continues to present the basic statistical principles that are necessary to analyze the probabilistic nature of queues. Rather than presenting a narrow focus on the subject, this update illustrates the wide-reaching, fundamental concepts in queueing theory and its applications to diverse areas such as computer science, engineering, business, and operations research.This update takes a numerical approach to understanding and making probable estimations relating to queues, with a comprehensive outline of simple and more advanced queueing models. Newly featured topics of the Fourth Edition include:Retrial queuesApproximations for queueing networksNumerical inversion of transformsDetermining the appropriate number of servers to balance quality and cost of serviceEach chapter provides a self-contained presentation of key concepts and formulae, allowing readers to work with each section independently, while a summary table at the end of the book outlines the types of queues that have been discussed and their results. In addition, two new appendices have been added, discussing transforms and generating functions as well as the fundamentals of differential and difference equations. New examples are now included along with problems that incorporate QtsPlus software, which is freely available via the book's related Web site.With its accessible style and wealth of real-world examples, Fundamentals of Queueing Theory, Fourth Edition is an ideal book for courses on queueing theory at the upper-undergraduate and graduate levels. It is also a valuable resource for researchers and practitioners who analyze congestion in the fields of telecommunications, transportation, aviation, and management science.

Fundamentals of Queueing Theory

Probability and Measure

(1987). Applied Probability and Queues. Journal of the Operational Research Society: Vol. 38, No. 11, pp. 1095-1096.

https://link.springer.com/content/pdf/10.1057%2Fjors.1987.184.pdf

Applied Probability and Queues

considerations. Most of these open problems are easily stated and put into a theoretical framework, but they often require either intricate techniques on an ad hoc basis or deep mathematical methods. Often, both of these approaches have to be combined to tackle successfully the solution of quickly formulated problem. The development of queueing network theory, which provided application areas with solutions, formulas, and algorithms, commenced around 1950 in the area of Operations Research, with special emphasis on production, inventory, and transportation. The first breakthroughs were the works of Jackson [10] and Gordon and Newell [10]; both papers appeared in Operations Research. The second breakthrough in queueing network theory was already connected with Computer Science: the celebrated papers of Baskett, Chandy, Muntz, and Palacios [2], which appeared in the Journal of the Association for Computing Machinery, and of Kelly [11]. The two volumes of Kleinrock’s book [13, 14] appeared at the same time as [11]. From that time on, queueing network theory and its applications have become intimately connected with performance analysis of complex systems in Computer and Communication Sciences, both at the hardware and software levels. Today’s growth of production, manufacturing, and transportation, with information processing and communi

/pdf/queueing-networks-customers-signals-and-product-form-nlo7jg4bh0.pdf

Queueing networks- customers, signals, and product form solutions

We consider a two-dimensional semimartingale reflecting Brownian motion (SRBM) in the nonnegative quadrant. The data of the SRBM consists of a two-dimensional drift vector, a 2 × 2 positive definite covariance matrix, and a 2 × 2 reflection matrix. Assuming the SRBM is positive recurrent, we are interested in tail asymptotic of its marginal stationary distribution along each direction in the quadrant. For a given direction, the marginal tail distribution has the exact asymptotic of the form bxκ exp(−αx) as x goes to infinity, where α and b are positive constants and κ takes one of the values −3/2, −1/2, 0, or 1; both the decay rate α and the power κ can be computed explicitly from the given direction and the SRBM data. A key tool in our proof is a relationship governing the moment generating function of the two-dimensional stationary distribution and two moment generating functions of the associated one-dimensional boundary measures. This relationship allows us to characterize the convergence domain of th...

/pdf/reflecting-brownian-motion-in-two-dimensions-exact-iulqk5woqi.pdf

Reflecting Brownian Motion in Two Dimensions: Exact Asymptotics for the Stationary Distribution

We consider the asymptotic behaviour of the stationary tail probabilities in the discrete-time GI/G/1-type queue with countable background state space. These probabilities are presented in matrix form with respect to the background state space, and shown to be the solution of a Markov renewal equation. Using this fact, we consider their decay rates. Applying the Markov renewal theorem, it is shown that certain reasonable conditions lead to the geometric decay of the tail probabilities as the level goes to infinity. We exemplify this result using a discrete-time priority queue with a single server and two types of customer.

/pdf/the-stationary-tail-asymptotics-in-the-gi-g-1-type-queue-1w6cwpyhrx.pdf

The stationary tail asymptotics in the GI/G/1-type queue with countably many background states

A double quasi-birth-and-death (QBD) process is the QBD process whose background process is a homogeneous birth-and-death process, which is a synonym of a skip-free random walk in the two-dimensional positive quadrant with homogeneous reflecting transitions at each boundary face. It is also a special case of a 0-partially homogenous chain introduced by Borovkov and Mogul'skii. Our main interest is in the tail decay behavior of the stationary distribution of the double QBD process in the coordinate directions and that of its marginal distributions. In particular, our problem is to get their rough and exact asymptotics from primitive modeling data. We first solve this problem using the matrix analytic method. We then revisit the problem for the 0-partially homogenous chain, refining existing results. We exemplify the decay rates for Jackson networks and their modifications.

Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks

We discuss a method of obtaining invariance relations in complex systems by using the theory of point processes. New formulae are given for obtaining them generally, and in particular in many-stage models such as tandem and network queues. The formulae are shown to be useful by applications to a many-server queue and a tandem queue. Stochastic inequalities in a tandem queue are also discussed using the invariance relations obtained.

Masakiyo Miyazawa

Papers

Queueing networks- customers, signals, and product form solutions

Reflecting Brownian Motion in Two Dimensions: Exact Asymptotics for the Stationary Distribution

The stationary tail asymptotics in the GI/G/1-type queue with countably many background states

Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks

The derivation of invariance relations in complex queueing systems with stationary inputs