Courses:

Advanced Stochastic Processes >> Content Detail



Study Materials



Readings

Amazon logo When you click the Amazon logo to the left of any citation and purchase the book (or other media) from Amazon.com, MIT OpenCourseWare will receive up to 10% of this purchase and any other purchases you make during that visit. This will not increase the cost of your purchase. Links provided are to the US Amazon site, but you can also support OCW through Amazon sites in other regions. Learn more.




Required Readings


Amazon logo Shwartz, Adam, and Alan Weiss. Large Deviations for Performance Analysis: Queues, Communications, and Computing. New York, NY: Chapman and Hall, 1995, chapters 1 and 3. ISBN: 0412063115.

Amazon logo Resnick, Sidney. Adventures in Stochastic Processes. Boston, MA: Birkhäuser, 1992, chapter 6. ISBN: 0817635912.

Amazon logo Harrison, J. Michael. Brownian Motion and Stochastic Flow Systems. Malabar, FL: Robert E. Krieger Pub. Co., 1990, chapter 4. ISBN: 0894644556.

Amazon logo Chen, Hong, and David D. Yao. Fundamentals of Queuing Networks: Performance, Asymptotics, and Optimization. New York, NY: Springer, 2001, sections 6.1-6.5 and 7.1-7.9. ISBN: 0387951660.

Reiman, Martin I. "Open Queueing Networks in Heavy Traffic." Mathematics of Operations Research 9, no. 3 (1984): 441-458.

Gamarnik, David, and Assaf Zeevi. "Validity of Heavy Traffic Steady-State Approximations in Generalized Jackson Networks." Annals of Applied Probability 16, no. 1 (2006): 56-90.

Harrison, J. M., and R. J. Williams. "Brownian Models of Open Queueing Networks with Homogeneous Customer Populations." Stochastics 22 (1987): 77-115.

———. "Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions." Annals of Probability 15, no. 1 (1987): 115-137.



Supplemental Reading References


Amazon logo Grimmett, Geoffrey R., and David R. Stirzaker. Probability and Random Processes. New York, NY: Oxford University Press, 2001. ISBN: 0198572220.

Amazon logo Durrett, Richard. Probability: Theory and Examples. Belmont, CA: Thomson Brooks/Cole, 2005. ISBN: 0534424414.

Amazon logo Billingsley, Patrick. Weak Convergence of Measures: Applications in Probability. Philadelphia, PA: Society for Industrial and Applied Mathematics, 1971. ISBN: 0898711762.


 








© 2017 Coursepedia.com, by Higher Ed Media LLC. All Rights Reserved.