Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences

Queueing theory is a fascinating subject in Applied Probability for two con­ tradictory reasons: it sometimes requires the most sophisticated tools of shastic processes, and it often leads to simple and explicit answers. More­ over its interest has been steadily growing since the pioneering work of Erlang in 1917 on the blocking of telephone calls, to the more recent applications on the design of broadband communication networks and on the performance evaluation of computer architectures. A...