UsefulLinks
Statistics
Stochastic Processes
1. Foundations of Probability Theory
2. Introduction to Stochastic Processes
3. Discrete-Time Markov Chains
4. Poisson Processes
5. Continuous-Time Markov Chains
6. Renewal Theory
7. Martingales
8. Brownian Motion
9. Stochastic Calculus
10. Stationary Processes
11. Applications in Queueing Theory
12. Applications in Finance
13. Applications in Biology and Population Dynamics
14. Applications in Physics and Engineering
11.
Applications in Queueing Theory
11.1.
Basic Queueing Models
11.1.1.
Kendall's Notation
11.1.2.
Performance Measures
11.1.2.1.
Utilization
11.1.2.2.
Queue Length
11.1.2.3.
Waiting Times
11.1.2.4.
Response Times
11.1.3.
Little's Law
11.1.3.1.
Statement and Applications
11.1.3.2.
Proof and Generalizations
11.2.
Markovian Queues
11.2.1.
M/M/1 Queue
11.2.1.1.
Model Description
11.2.1.2.
Steady-State Analysis
11.2.1.3.
Transient Analysis
11.2.2.
M/M/s Queue
11.2.2.1.
Multiple Server Model
11.2.2.2.
Erlang's Formulas
11.2.3.
M/M/∞ Queue
11.2.4.
M/M/s/K Queue
11.2.4.1.
Finite Capacity
11.2.4.2.
Blocking Probabilities
11.3.
Non-Markovian Queues
11.3.1.
M/G/1 Queue
11.3.1.1.
Pollaczek-Khinchin Formula
11.3.1.2.
Residual Service Time
11.3.2.
G/M/1 Queue
11.3.3.
G/G/1 Queue
11.3.3.1.
Lindley's Equation
11.4.
Queueing Networks
11.4.1.
Jackson Networks
11.4.2.
Product Form Solutions
11.4.3.
Burke's Theorem
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12. Applications in Finance