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Stationary Random Processes Associated with Point Processes

  • Tomasz Rolski

Part of the Lecture Notes in Statistics book series (LNS, volume 5)

Table of contents

  1. Front Matter
    Pages i-vi
  2. Tomasz Rolski
    Pages 1-17
  3. Tomasz Rolski
    Pages 18-44
  4. Tomasz Rolski
    Pages 45-105
  5. Tomasz Rolski
    Pages 106-117
  6. Tomasz Rolski
    Pages 118-133
  7. Back Matter
    Pages 134-145

About this book

Introduction

In this set of notes we study a notion of a random process assoc- ted with a point process. The presented theory was inSpired by q- ueing problems. However it seems to be of interest in other branches of applied probability, as for example reliability or dam theory. Using developed tools, we work out known, aswell as new results from queueing or dam theory. Particularly queues which cannot be treated by standard techniques serve as illustrations of the theory. In Chapter 1 the preliminaries are given. We acquaint the reader with the main ideas of these notes, introduce some useful notations, concepts and abbreviations. He also recall basic facts from ergodic theory, an important mathematical tool employed in these notes. Finally some basic notions from queues are reviewed. Chapter 2 deals with discrete time theory. It serves two purposes. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech­ nical details. However the discrete time theory also seems to be of interest itself. There are examples which have no counte~ in continuous time. Chapter 3 deals with continuous time theory. It also contains many basic results from queueing or dam theory. Three applications of the continuous time theory are given in Chapter 4. We show how to use the theory in order to get some useful bounds for the stationary distribution of a random process.

Keywords

Ergodic theory Punktprozess Stationärer Prozess point process queueing theory

Authors and affiliations

  • Tomasz Rolski
    • 1
  1. 1.Mathematical InstituteWroclaw UniversityWroclawPoland

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4684-6268-5
  • Copyright Information Springer-Verlag New York 1981
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-90575-4
  • Online ISBN 978-1-4684-6268-5
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site
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