Stochastic Processes

  1. Applications in Queueing Theory
    1. Basic Queueing Models
      1. Kendall's Notation
        1. Performance Measures
          1. Utilization
            1. Queue Length
              1. Waiting Times
                1. Response Times
                2. Little's Law
                  1. Statement and Applications
                    1. Proof and Generalizations
                  2. Markovian Queues
                    1. M/M/1 Queue
                      1. Model Description
                        1. Steady-State Analysis
                          1. Transient Analysis
                          2. M/M/s Queue
                            1. Multiple Server Model
                              1. Erlang's Formulas
                              2. M/M/∞ Queue
                                1. M/M/s/K Queue
                                  1. Finite Capacity
                                    1. Blocking Probabilities
                                  2. Non-Markovian Queues
                                    1. M/G/1 Queue
                                      1. Pollaczek-Khinchin Formula
                                        1. Residual Service Time
                                        2. G/M/1 Queue
                                          1. G/G/1 Queue
                                            1. Lindley's Equation
                                          2. Queueing Networks
                                            1. Jackson Networks
                                              1. Product Form Solutions
                                                1. Burke's Theorem

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                                              10. Stationary Processes

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                                              12. Applications in Finance