Probability, Stochastic Processes, and Queuing Theory: The Mathematics of Computer Performance Modelling

This textbook provides a comprehensive introduction to probability and stochastic processes, and shows how these subjects may be applied in computer performance modeling. The author's aim is to derive probability theory in a way that highlights the complementary nature of its formal, intuitive, and applicative aspects while illustrating how the theory is applied in a variety of settings.
Readers are assumed to be familiar with elementary linear algebra and calculus, including being conversant with limits, but otherwise, this book provides a self-contained approach suitable for graduate or advanced undergraduate students.

TABLE OF CONTENTS

Introduction * Randomness and Probability * Combinatorics * Random Variables and Distributions * Expectation and Fundamental Theorems * The Poisson Process and Renewal Theory * The M/G/1 Queue * Markov Processes * Matrix Geometric Solutions * Queueing Networks * Epilogue and Special Topics