An introduction to queueing theory. Modeling and analysis in applications. (Q5900041)

This textbook can be used as a text for upper level undergraduate students in mathematics, statistics and engineering as well as for first year graduate students in applied science areas such as computer science, operations research, industrial engineering and system engineering. Only a background in calculus and an introductory course in probability theory and statistics at an undergraduate level is required. The essential Markov process concepts and techniques for modelling and analysis of queueing systems are introduced by using examples. In the introduction (Chapter~1 and Chapter~2, 12 and 10~pages) basic areas for applying queueing theory are discussed, a historical perspective is given and system elements are given. Then (Chapter~3, 6~pages) very shortly the basic concept of some stochastic processes, as Markov processes (discrete, continuous time) are given. Then (Chapter~4, 46~pages) birth and death processes are introduced and as examples important standard Markovian queueing systems (e.g. \(M/M/1\), \(M/M/s\), \(M/M/s/K\), \(M/M/\infty\)) are treated. In Chapter~5 (40~pages) the imbedded Markov chain technique is demonstrated for the \(M/G/1\) and \(G/M/1\) queue and waiting time characteristics are derived. Chapter~6 (26~pages) is devoted to some extended Markov models including bulk queues (\(M^{(X)}/M/1\), \(M/M^{(X)}/1\)), queues with place type distributed service or interarrival times (\(M/E_k/1\), \(E_k/M/1\)), the \(G^K/M/1\), \(M/G^K/1\), \(M/D/s\) system and finally the \(M/M/1\) queue with priority disciplines. Open and closed Jackson networks are treated in Chapter~7 (20~pages). In the short Chapter~8 (8~pages) are given basic results for renewal processes. The general \(G/G/1\) system and a few approximation techniques (diffusion approximation, fluid approximation) are introduced in Chapter~9 (14~pages). The problem of statistical inference for queueing models (birth death processes, \(M/G/1\), \(G/M/1\), \(G/G/1\)) is discussed in Chapter~10 (16~pages). In Chapter~11 (6~pages) shortly the decision problem in queueing theory is discussed. Chapter~12 (22~pages) is devoted to the mean value analysis and the convolution algorithm for closed queueing networks as well as an introduction to simulation techniques illustrated for standard queueing systems in MATLAB programmes. In the appendices are given (A, 10~pages) properties for the Poisson process and related distributions; (B, 8~pages) basic properties for continuous time Markov processes with discrete state space and (C, 6~pages) mathematical results of the essential theorems used in the book. Each chapter contains exercises, whereas solutions are available for instructors via the publishers website.