1st Edition

Large Deviations For Performance Analysis Queues, Communication and Computing

By Alan Weiss, Adam Shwartz Copyright 1995
564 Pages
by Routledge

564 Pages
by Routledge

564 Pages
by Routledge

Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is... Read more

What this Book Is, and What It Is Not

1. Large Deviations of Random Variables

2. General Principles

3. Random Walks, Branching Processes

4. Poisson and Related Processes

5. Large Deviations for Processes

6. Freidlin-Wentzell Theory

7. Applications and Extensions

8. Boundary Theory

Applications

9. Allocating Independent Subtasks

10. Parallel Algorithms: Rollback

11. The M/M/1 Queue

12. Erlang’s Mode

13. The Anick-Mitra-Sondhi Model

14. Aloha

15. Priority Queues

16. The Flatto-Hahn-Wright model

A. Analysis and Probability

B. Discrete-Space Markov Processes

C. Calculus of Variations

D. Large Deviations Techniques

References

Index

Biography

Alan Weiss, Adam Shwartz