Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modelin

Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initi

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model

Markov Chains -- Direct Methods -- Iterative Methods -- Projection Methods -- Block Hessenberg Matrices -- Decompositional Methods -- LI-Cyclic Markov -- Chains