Contents

Chapters in this book

1. Frontmatter i
2. Contents vii
3. Preface and Acknowledgments xv
4. Part I: PROBABILITY
5. Chapter 1. Probability 3
6. Chapter 2. Combinatorics—The Art of Counting 25
7. Chapter 3. Random Variables and Distribution Functions 40
8. Chapter 4. Joint and Conditional Distributions 64
9. Chapter 5. Expectations and More 87
10. Chapter 6. Discrete Distribution Functions 115
11. Chapter 7. Continuous Distribution Functions 134
12. Chapter 8. Bounds and Limit Theorems 180
13. Part II: MARKOV CHAINS
14. Chapter 9. Discrete- and Continuous-Time Markov Chains 193
15. Chapter 10. Numerical Solution of Markov Chains 285
16. Part III. QUEUEING MODELS
17. Chapter 11. Elementary Queueing Theory 385
18. Chapter 12. Queues with Phase-Type Laws: Neuts’ Matrix-Geometric Method 444
19. Chapter 13. The z-Transform Approach to Solving Markovian Queues 475
20. Chapter 14. The M/G/1 and G/M/1 Queues 509
21. Chapter 15. Queueing Networks 559
22. Part IV: SIMULATION
23. Chapter 16. Some Probabilistic and Deterministic Applications of Random Numbers 613
24. Chapter 17. Uniformly Distributed “Random” Numbers 625
25. Chapter 18. Nonuniformly Distributed “Random” Numbers 647
26. Chapter 19. Implementing Discrete-Event Simulations 680
27. Chapter 20. Simulation Measurements and Accuracy 697
28. Appendix A: The Greek Alphabet 719
29. Appendix B: Elements of Linear Algebra 721
30. Bibliography 745
31. Index 749