Modeling and Analysis of Stochastic Networks

This monograph contains authors results of a few last years in a modeling and an analysis of stochastic networks. Considered problems origin mainly in reliability and risk analysis and their applications are actual now. The monograph concerns: an estimation of queueing networks parameters, an analysis of cooperative effects in queuing networks, a construction of algorithms for a calculation of random networks reliability and ruin probabilities in classical risk models. These problems are solved by some special asymptotic and algebraic methods which allow to construct sufficiently fast and efficiency numerical algorithms. This monograph may be suggested to researchers and post graduate students who deal with queuing, reliability and risk theories and their applications.

Autorentext

Gurami Tsitsiashvili: Studied applied probability models at Institute for Applied Mathematics FEB RAS, Russia, Vladivostok. Marina Osipova: Studied queuing networks at Institute for Applied Mathematics FEB RAS, Russia, Vladivostok.