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Reversibility and Stochastic Networks

Reversibility and Stochastic Networks

Reversibility and Stochastic Networks

F. P. Kelly, University of Cambridge
August 2011
Paperback
9781107401150
$57.99
USD
Paperback

    This classic in stochastic network modelling broke new ground when it was published in 1979, and it remains a superb introduction to reversibility and its applications. The book concerns behaviour in equilibrium of vector stochastic processes or stochastic networks. When a stochastic network is reversible its analysis is greatly simplified, and the first chapter is devoted to a discussion of the concept of reversibility. The rest of the book focuses on the various applications of reversibility and the extent to which the assumption of reversibility can be relaxed without destroying the associated tractability. Now back in print for a new generation, this book makes enjoyable reading for anyone interested in stochastic processes thanks to the author's clear and easy-to-read style. Elementary probability is the only prerequisite and exercises are interspersed throughout.

    • Provides a concise review of reversibility
    • Accessible at the elementary graduate level in a range of disciplines
    • Discusses stochastic models arising in diverse applied fields and includes an introduction to queuing networks

    Reviews & endorsements

    "The book is written in a very precise and elegant manner. It starts with elementary ideas and leads the reader into a very rich world of ideas and applications of reversible stochastic processes in the areas of operations research, management sciences, biological and chemical modeling, and social sciences. The reader will need only a good understanding of elementary probability to enjoy this book."
    Alexander Kreinin, Computing Reviews

    "The book is very carefully written and author takes care to state explicitly any restrictions that he is assuming. This makes reading quite easy. The choice of topics will appeal to many categories of people working in probability or stochastic networks or operations research, or engineering. Reversibility and Stochastic Networks is a pleasure to read, it is a valuable resource and I heartily recommend it to all researchers and students interested in probabilistic methods."
    Myron Hlynka, University of Windsor for Technometrics

    See more reviews

    Product details

    August 2011
    Paperback
    9781107401150
    238 pages
    229 × 153 × 11 mm
    0.35kg
    35 b/w illus. 270 exercises
    Available

    Table of Contents

    • 1. Markov processes and reversibility
    • 2. Migration processes
    • 3. Queueing networks
    • 4. Examples of queueing networks
    • 5. Electrical analogues
    • 6. Reversible migration processes
    • 7. Population genetics models
    • 8. Clustering processes
    • 9. Spatial processes
    • References
    • Symbol index
    • Subject index.