SOME NOTES AND BOOKS - FREE ON LINE
SOME PROBABILITY BOOKS/NOTES
- Introduction to Probability, by Charles Grinstead and J. Laurie
Snell. This book has only a tiny amount on queues but may be a good
place
to learn the probablity background for queueing theory.
http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.pdf
- Lecture Notes on Probability Theory and Random Processes, by
Jean Walrand, Department of Electrical Engineering and Computer
Sciences, University of California, Berkeley, CA 94720. August 25, 2004
http://walrandpc.eecs.berkeley.edu/126notes.pdf
- Markov Chains and Stochastic Stability, by Sean Meyn &
Richard Tweedie, Springer, 1996
Winner of the 1994 ORSA/TIMS Award for the best research publication in
Applied Probability. 536 pages.
http://decision.csl.uiuc.edu/~meyn/pages/book.html
- Non Uniform Random Variate Generation, by Luc Devroye, 1986.
Springer Verlag. Over 600 pp.
http://cg.scs.carleton.ca/~luc/rnbookindex.html
- Lecture notes "Optimization of business processes." Ger Koole.
December, 2006, 2005. 217 pp.
http://www.math.vu.nl/~koole/obp/obp.pdf
- Coupling and regeneration for stochastic processes. by P. A.
Ferrari, A. Galves
pdf Corrected version, Oct 2001 153 + 12 pages
http://www.ime.usp.br/~pablo/book/oct2001/oct2001.pdf
- Stochastic Models II (IEOR 6712) notes, by Karl Sigman. 2005.
Columbia University.
http://www.columbia.edu/~ks20/6712-05/6712-05.html
- Notes for ECE 534.
An Exploration of Random Processes for Engineers
Bruce Hajek. July, 2006.
http://www.ifp.uiuc.edu/~hajek/Papers/randomprocesses.html
- Notes for Elementary Stochastic Proceesses, by William Anderson,
McGill University, Montreal. 70 pp.
http://www.math.mcgill.ca/anderson/447/447_Notes.pdf
- Introduction to stochastic processes, by Mehrdad Shahshahani
(Iran)
http://math.ipm.ac.ir/shahshahani/
- Stat 251/551: Stochastic Processes notes. by Joseph Chang. Yale
University. 2001.
http://pantheon.yale.edu/~jtc5/251/
- Applied Probability and Stochastic Processes. Lecture Notes for
577/578 Class, by Wlodzimierz Bryc. Department of Mathematics,
University of Cincinnati
http://math.uc.edu/~brycw/probab/books/applprob/applprob.htm
- Virtual Laboratories in Probability and Statistics. This includes
some measure theory in the presentation. There is a newer version but
it
requires one to download some extra software.
http://www.math.uah.edu/statold/
- Lecture Notes for Stochastic Processes Course. By Jan Vrbik. (117
pp.)
http://spartan.ac.brocku.ca/~jvrbik/MATH4F21/notes.PDF
- Marco Antonio Guimarães Dias' "Stochastic Processes with
Focus in Petroleum Applications"
http://www.puc-rio.br/marco.ind/stochast.html#gbm
- Anton Wakolbinger: Stochastic Processes Notes. University of
Frankfurt.
http://www.math.uni-frankfurt.de/~stoch/wakolbinger/SS2002/StochProc02.shtml
- Stochastic Analysis - Notes. Dr I F Wilde (103 pages) These notes
are based on lectures given in the Mathematics Department, King's
College London.
http://www.mth.kcl.ac.uk/~iwilde/notes/sa/stochan.pdf
- STAT 455/855 course notes, Fall 2001. Queen's University.
Kingston, Ontario. Glen Takahara.
http://www.mast.queensu.ca/~stat455/lecturenotes/lecturenotes.shtml
- Georg Lindgren, Lund University. Lectures on Stationary
Stochastic
Processes; a course for PhD students in mathematical statistics and
other
fields Lund, May 1999
http://www.maths.lth.se/matstat/staff/georg/Stat_pro_9899.html
- ENGR 203: Stochastic Processes. Joe Chang. Baskin School of
Engineering, University of California, Santa Cruz
http://www.cse.ucsc.edu/classes/engr203/Spring99/
- John Stensby's Course Notes for "Random Signals and Noise."
Essentially a book in advanced probability.
http://www.eb.uah.edu/ece/courses/ee420-500/
- EE178 course at Stanford University Lecture Notes. Probability
and Stochastic Processes.
http://www.stanford.edu/class/ee178/lectures.html
- Robert Liptser. Department of Electrical Engineering-Systems ,
Tel Aviv University. Lecture notes on ``Stochastic Processes'' and on
``Stochastic Control''
http://www.eng.tau.ac.il/~liptser/
- Mathematics for Finance: Mathematical Processes for Finance,
2005. by M Newby and P P Martin
http://staff.city.ac.uk/~ra359/X3MathFinance/
- Applied Stochastic Processes and Control for Jump-Diffusions:
Modeling, Analysis and Computation , Floyd B. Hanson with John J.
Westman, Revised 02/07/2005, 405 pages, partial draft of book.
http://www2.math.uic.edu/~hanson/math574/#Text
- Markov Random Fields and their Applications, by Kindermann and
Snell. 1980 147 pp. American Mathematical Society Press.
http://www.ams.org/online_bks/conm1/conm1-whole.pdf
- Neal, R. M. (1993) Probabilistic Inference Using Markov Chain
Monte Carlo Methods, Technical Report CRG-TR-93-1, Dept. of Computer
Science, University of Toronto, 144 pages:
ftp://ftp.cs.utoronto.ca/pub/radford/review.ps
- T-79.250 Combinatorial Models and Stochastic Algorithms Spring
2003. Helsinki University of Technology. Notes by Pekka Orponen
(presented by Vesa Höltta). Stochastic methods such as MCMC
sampling, simulated annealing and genetic algorithms are currently at
the forefront of approximate techniques for dealing with
computationally demanding problems. This course presents these
algorithms and their underlying theory, with the goal of learning to
apply the methods to novel problems and achieving a broad understanding
of their common foundations.
http://www.tcs.hut.fi/Studies/T-79.250/
- A Collection of Links to Computer Science Resources, including
probability and stochastic processes. Nothing on queueing that I could
see, but a wonderful collection nevertheless. This site comes from
Andreas Rasmusson in the Swedish Insititute of Computer Science.
http://www.sics.se/~ara/intros.html
- Hou Zhenting, Guo Qingfeng, Homogeneous Denumerable Markov
Processes, Springer-Verlag, Germany, Science Press, Beijing, 1988, 282
pages
http://prob.csu.edu.cn/hou/books/Denu1988.pdf
- Introduction to Queueing Theory (2nd edition). Robert B. Cooper.
1981.
347 pp. This classic book is available on line through Robert Cooper's
home page. The link to the book is:
http://www.cse.fau.edu/~bob/publications/IntroToQueueingTheory_Cooper.pdf
The solution manual (by Borge Tolt, 182 pages, 1981) is available
online at
http://www.cse.fau.edu/%7Ebob/publications/QueueingTheory_solns.pdf
Finally, Bob Cooper's home page is
http://www.cse.fau.edu/~bob/
- Queueing Theory. Ivo Adan and Jacques Resing. 2001. 180 pp.
http://www.cs.duke.edu/~fishhai/misc/queue.pdf
- Queueing Course, from Finland. Complete lecture
notes, by J. Virtamo. 2005. Over 250 pages altogether.
http://www.netlab.hut.fi/opetus/s383143/kalvot/english.shtml
There is another course with more applied and advanced topics in
Teletraffic Theory. Powerpoint notes (2005) can be found at
http://www.netlab.tkk.fi/opetus/s38145/k05/lectures.shtml
Lectures by Samuli Aalto, Aleksi Penttinen.
- Sanjay BOSE. 2000. An Introduction to Queueing Systems.
Some sections of the book are presented in completely. The book is
summarized in the slides portion of the web site for the text. Further,
there is a complete set of solutions for the problems in the text and
there is a set of tests to accompany the material. Even more, there are
72 pages of "additional queueing related material" which give analyses
of particular queueing models. Definitely check out this site. Better
yet, buy the book.
http://home.iitk.ac.in/~skb/ee679/ee679.html
- A Short Introduction to Queueing Theory, by Andreas WILLIG. 1999.
41 pp.
http://www.tkn.tu-berlin.de/curricula/ws0203/ue-kn/qt.pdf
- TELETRAFFIC ENGINEERING HANDBOOK: ITC in cooperation with ITU-D
SG2, by
Villy Baek Iversen,
COM Center,
Technical University of Denmark. January, 2005.
This book is mainly about queueing theory. 336 pp.
http://www.tele.dtu.dk/teletraffic/handbook/telehook.pdf
- Queueing Course. Lecture Notes, by Karl Sigman. Columbia
University, New York, 2001.
http://www.columbia.edu/~ks20/6704-04/6704-04.html
- E. Altman, B. Gaujal and A. Hordijk , Discrete-event control of
stochastic networks: Multimodularity and Regularity (Copyrights:
Springer Verlag) Springer Verlag, Series: Lecture Notes in Mathematics
2003, XIV, 313 p., Softcover ISBN: 3-540-20358-3. It is available on
line at
http://www-sop.inria.fr/maestro/personnel/Eitan.Altman/PAPERS/bookmm.pdf
- Richard Larson and Amadeo Odoni. 1981. Urban Operations
Research. Prentice Hall. Chapter 4 is an introduction to queueing
theory and chapter 5 is a discussion of spatial queues. The book
can be viewed on line at
http://web.mit.edu/urban_or_book/www/book/
- Reversibility and Stochastic Networks, by F. P. Kelly. 1979. A
classic text. 235 pp.
http://www.statslab.cam.ac.uk/~frank/BOOKS/kelly_book.html
- Computer Simulation Techniques: The definitive introduction!
by Harry Perros, Computer Science Department, NC State University
Raleigh, NC. 2003. 131 pp. This is not a queueing book, but since it is
written by a queueing expert, the examples are mainly taken from
queueing theory and the material is what a queueing theorist might
often be looking for.
http://www.csc.ncsu.edu/faculty/perros//simulation.pdf
- Course Notes for "Stochastic Models for Design and Planning" by
Ivo Adan. 2003.
http://www.win.tue.nl/~iadan/sdp/
- Queueing Theory.
- General Queueing Theory (by Andrew Ferrier)
- Network Queueing Theory (by Robert Kay)
- Applications of Queueing Theory (by Henry Morgan)
http://www.new-destiny.co.uk/andrew/past_work/queueing_theory/
- Janos Sztrik. 2001. Finite-Source Queueing Systems
and their Applications.
http://it.math.klte.hu/user/jsztrik/education/Slides/fsqs.pdf
- Janos Strzik. 2004. Queueing Formulas with Java applets.
http://irh.inf.unideb.hu/user/jsztrik/education/09/english/index.html
- Queuing Analysis, by William Stallings. 2000. (A Practical Guide
for Computer Scientists)
ftp://shell.shore.net/members/w/s/ws/Support/QueuingAnalysis.pdf
- The M/G/1 Queue, by Bart Sinclair. There are numerous short
expository articles on queueing and Markov processes at the site. In
the upper right hand corner, search on "sinclair" to see what is
available. This site is part of a collection of on line information
called CONNEXIONS.
http://cnx.rice.edu/content/m10819/latest/
- Applied Probability in Operations Research:
A Retrospective, by Shaler Stidham Jr. (An article on the history of
queueing theory).
http://www.or.unc.edu/~sandy/papers/musing08.pdf
- Service Engineering (096324) Lecture Notes by Avi Mandelbaum,
taught at Technion University, Israel. 2005.
http://iew3.technion.ac.il/serveng/
- Traffic Theory and Queueing Systems. Lecture notes, by Henrik
Schiøler.
1.
http://www.control.auc.dk/~henrik/undervisning/trafik/oversigt.html
2.
http://www.control.auc.dk/~henrik/undervisning/trafik2/oversigt.html
- MIT. Open Courseware for Logistical and Transportation Planning
Methods, Fall 2004. By Arnold Barnett, Richard Larson, Amedeo Odoni.
http://ocw.mit.edu/OcwWeb/Civil-and-Environmental-Engineering/1-203JFall-2004/LectureNotes/
- Single Queueing Systems. 2001. 47 pp. This is an abbreviated
version of the Adan and Resing book above.
http://mathstat.carleton.ca/~zhao/teaching/70.590H/single-q.pdf
- Internet Supplement (300 pages) to the book Stochastic-Process
Limits (An Introduction to Stochastic-Process Limits And their
Application to Queues), by Ward Whitt, published by Springer in 2002
(602 pages). Chapters 5 and 8 of the Supplement are on queueing.
http://www.columbia.edu/~ww2040/supplement.html
- Stability of Fluid and Stochastic Processing Networks
by: J. G. "Jim" Dai, 1999. 76 pp.
http://www.maphysto.dk/cgi-bin/w3-msql/publications/genericpublication.html?publ=70
- Slides of lectures in a queueing course by John Lui (Hong Kong).
This includes some interesting topics - such as matrix geometric
methods.
http://www.cse.cuhk.edu.hk/~cslui/csc5420_lecture.html
- Queueing Notes, by Prapun Suksompong
http://members.tripod.com/~psdin/commnet/queue.pdf
- Network Calculus: A Theory of Deterministic Queuing Systems for
the
Internet. by Jean-Yves Le Boudec and Patrick Thiran. Springer Verlag,
2002.
http://ica1www.epfl.ch/PS_files/NetCal.htm#_What_is_Network
- Tony Vignaux's Queueing Notes. 2000. Includes M/M/1, priority,
and numerical solution of queueing systems.
http://www.mcs.vuw.ac.nz/~vignaux/subjects.html
- Janos Sztrik. 2000. These appear to be lecture notes on queueing
in Hungarian. For those illiterate in Hungarian (like me), check out
chapter 6. Most of those formulas are the same in any language.
http://it.math.klte.hu/user/jsztrik/education/05/tartalom.html
- Modeling information systems and telecommunications, by Eitan
Altman. (This is mainly on queueing.) Lecture notes in Spanish. 2002.
81 pp. Available at
http://www-sop.inria.fr/mistral/personnel/Eitan.Altman/course.pdf
- "NS simulator course for beginners". Lecture Notes by Eitan
Altman.
2002. 146 pp. Available at
http://www-sop.inria.fr/mistral/personnel/Eitan.Altman/ns.htm
- Networking and Queueing Course at the University of
Pennsylvania, by Yannis Korilis.
http://www.seas.upenn.edu/~tcom501/
- Queueing Notes for USC Course EE549. Spring, 2005. Notes by
Michael Neely. 31 pp.
http://www-rcf.usc.edu/~mjneely/ee549notes/
- OR-Notes by J E Beasley. 2000?
OR-Notes are a series of introductory notes on topics that fall under
the broad heading of the field of operations research (OR).
OR-Notes are available from http://people.brunel.ac.uk/~mastjjb/jeb/or/contents.html
Topics include queueing theory.
- TutORial on Operations Research. Includes some computational
tools in the simulation module on
queueing section. 2000. By Jaroslav Sklenar.
www.ifors.org/tutorial/
- An article "
Steady State Simulation of Queueing Processes: A Survey of Problems and
Solutions" by K. Pawlikowski, University of Canterbury, New Zealand.
http://www.cosc.canterbury.ac.nz/%7Ekrys/publications/acm.surveys.pdf
- Queueing Petri Nets: A Formalism for the Combined Qualitative and
Quantitative Analysis of Systems. By Falko Bause, Informatik IV,
Universitat Dortmund, 44221 Dortmund, Germany
This is an article/slide presentation.
http://ls4-www.informatik.uni-dortmund.de/QPN/QPN_article/qpn_final/qpn_final.html
- "Queueing for Dummies" by David Kalinsky. An introductory article
for
software engineers.
http://www.embedded.com/story/OEG20010312S0101
- Slides and Notes for course ECE/CS 5566, Network Architecture and
Protocols II, at Virginia Tech University, by Scott F. Midkiff. Mainly
queueing theory. 2003.
http://fiddle.visc.vt.edu/courses/ece5566/lectures.html
- Queueing Theory Formulae (in Dutch).
http://htsa.ie.hva.nl/~reneteun/formules.htm
QUEUEING THESES and DISSERTATIONS
- Stochastic scheduling and dynamic programming. Ger Koole, 1992
Ph.D. Thesis. (updated 1995).
http://www.math.vu.nl/~koole/articles/thesis/thesis.pdf
- Performance Evaluation of Contention Resolution Algorithms in
Random
Access Systems, by B. Van Houdt, May 2001.
ftp://ftp.win.ua.ac.be/pub/pats/theses/benny.ps.gz
- Aggregate Matrix Analytic Techniques and their Applicability in
Computer Systems Performance Analysis:
A Dissertation Proposal Presented to the Faculty of the Department of
Computer Science, The College of William & Mary in Virginia
by Alma Riska. March, 2001. Includes overview of matrix analytic
methods.
http://www.control.auc.dk/~henrik/undervisning/trafik2/riska/www.cs.wm.edu/~riska/main/main.html
- Analysis of Multi-server Systems via Dimensionality Reduction of
Markov Chains
Takayuki Osogami. June, 2005. School of Computer Science,
Carnegie Mellon University, Pittsburgh, PA 15213
http://www.cs.cmu.edu/~osogami/thesis/html/
- ASYMPTOTIC METHODS
FOR QUEUEING SYSTEMS AND NETWORKS
WITH APPLICATION
TO TELECOMMUNICATIONS. 2004. Thesis submitted for the degree of Doctor
of Philosophy by
Vyacheslav M. Abramov, University of Tel Aviv.
http://www.math.tau.ac.il/phd/dissertations/Abramov_Vyacheslav.pdf
- Dieter Fiems, Analysis of discrete-time queueing systems with
vacations, PhD thesis, Ghent University. 2004.
http://telin.rug.ac.be/~df/thesis.pdf
- NETWORK QUEUE MANAGEMENT AND CONGESTION
CONTROL IN INTERNET AND WIRELESS NETWORKS.
by Xidong Deng
A Thesis in Computer Science and Engineering
for the Degree of
Doctor of Philosophy
The Pennsylvania State University. August 2004.
http://etda.libraries.psu.edu/theses/approved/WorldWideFiles/ETD-557/deng-dissertation.pdf
- A QUEUEING NETWORK MODEL WITH BLOCKING: ANALYSIS OF
CONGESTED PATIENTS FLOWS IN MENTAL HEALTH SYSTEMS
Naoru Koizumi.
A DISSERTATION in Regional Science. University of Pennsylvania.
Doctor of Philosophy. 2002.
http://mason.gmu.edu/~nkoizumi/main/Dissertation.pdf
- Queues with Regular Variation. PhD dissertation. 2001, by Qeng
Deng.
Technische Universiteit Eindhoven, the Netherlands. Supervisor: O.J.
Boxma.
http://alexandria.tue.nl/extra2/200112983.pdf
- Departure processes from MAP/PH/1 queues by David Anthony Green.
PhD
Thesis. The University of Adelaide. 1999.
Includes an introduction to MAP processes in Chapter 2.
http://thesis.library.adelaide.edu.au/uploads/approved/adt-SUA20020815.092144/public/02whole.pdf
- Large deviations and Internet congestion.
Damon Wischik.PhD thesis, September 1999.
http://www.cs.ucl.ac.uk/staff/D.Wischik/Research/phd.pdf
- TRANSIENT QUEUEING APPROXIMATIONS FOR COMPUTER NETWORKS, by
William
Baker, Texas A&M, 1986. M.Sc. Thesis.
www.tug.org/tex-archive/obsolete/macros/latex209/contrib/tamueethesis/thesis.ps
- Effect of the Traffic Bursts in the Network Queue
by Alireza Keshavarz Haddad. 2003. Master of Science Thesis. RICE
UNIVERSITY
http://spin.rice.edu/Alireza_Thesis.pdf
- Stability, Capacity, and Scheduling of Multiclass Queueing
Networks by John Hasenbein (1998). PhD dissertation, Georgia Tech.
http://www2.isye.gatech.edu/~dai/thesis/JohnHasenbeinThesis.pdf
- MIT Theses on line. This will access the first 24 pages of SOME
(not all) MIT theses (1967-2001) that are available on line. Search on
"queue" in the title. I count 25 theses at this time. And I found 5
more by searching on "queuing" (note the spelling).
http://theses.mit.edu/
PERFORMANCE ANALYSIS BOOKS/NOTES
Books on Performance Analysis are often mainly about queueing
theory as
applied to computer performance. As such, the following book/notes are
highly recommended for learning aobut queueing theory.
- Edward D. Lazowska, John Zahorjan, G. Scott Graham, Kenneth C.
Sevcik. (1984). Quantitative System Performance : Computer
system analysis using queueing network models. Prentice-Hall, Englewood
Cliffs, N.J. (417 pp.) This book is available on line at
http://www.cs.washington.edu/homes/lazowska/qsp/
- Lecture Notes on Performance Evaluation, by Andreas Willig,
Universtat Potsdam. (mainly queueing theory). 2004. 281 pp.
http://www-ks.hpi.uni-potsdam.de/docs/engl/teaching/pet/ss2004/skript.pdf
- Methods, Practice and Theory for the Performance
Evaluation of Computer and Communication Systems, by Jean-Yves Le
Boudec, EPFL, July 14, 2006. 341 pp. For queueing, especially look at
Chapters 4,5,11.
http://ica1www.epfl.ch/perfeval/lectureNotes.htm
- The Practical Performance Analyst by Neil J. Gunther, 1998.
The web site has the complete text of the old edition, with lots of
useful information. However, if you want the latest edition, you will
have to purchase it.
http://books.iuniverse.com/viewbooks.asp?isbn=059512674X&page=fm5
- Performance Modeling and Analysis of Computer Communication
Networks,
by Kenneth S. Vastola (Electrical Computer and Systems Engineering
Dept.,
Rensselaer Polytechnic Institute, Troy, NY 12180-3590)
This includes an introduction to probability and about half of the
document is on queueing.
http://networks.ecse.rpi.edu/~vastola/pslinks/perf/perf.html
- Performance Evaluation Notes, by D. Towsley, 2002. Dept. of
Computer Science, U. of Massachusetts. Included is a technical
report/tutorial by R. Nelson on matrix geometric methods.
http://www-net.cs.umass.edu/pe2002/notes.html
- ECE 658: Performance Evaluation and Simulation Electrical and
Computer Engineering, University of Cyprus. There are some nice slides
here on queueing theory.
http://www.eng.ucy.ac.cy/christos/courses/ECE658/lectures.htm
- Modeling and Performance Evaluation Course Notes, by Vishal
Misra. 2005.
http://www.cs.columbia.edu/~misra/COMS6180/
PROBABILITY DISTRIBUTIONS
MISCELLANEOUS