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Stochastic Networks

$25.99 (P)

Part of Institute of Mathematical Statistics Textbooks

  • Date Published: April 2014
  • availability: Available
  • format: Paperback
  • isbn: 9781107691704

$ 25.99 (P)

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About the Authors
    • Author team includes Frank Kelly, a pioneer in the field of stochastic networks
    • Self-contained appendices contain discussion of relevant mathematical techniques, such as Lagrange multipliers
    • Derived from a graduate-level course taught at the University of Cambridge
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    Product details

    • Date Published: April 2014
    • format: Paperback
    • isbn: 9781107691704
    • length: 231 pages
    • dimensions: 228 x 152 x 12 mm
    • weight: 0.39kg
    • contains: 60 b/w illus. 80 exercises
    • availability: Available
  • Table of Contents

    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

  • Authors

    Frank Kelly, University of Cambridge
    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, University of Michigan, Ann Arbor
    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.

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