Skip to main content

Transformations of Poisson Processes: Particle Systems and Networks

  • Chapter
Applied Probability and Stochastic Processes

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 19))

  • 831 Accesses

Abstract

This study is dedicated to Julian Keilson, who was one of my earliest academic friends. Our many discussions were often sprinkled with his inquisitive and insightful questions about our research and his musings about the relevance of applied probability. One of his traits was to strive to uncover the essence of a matter and to present major ideas in a simple form. That is the spirit in which I approached this chapter. Its focus is on simple proofs of transformations of Poisson processes and their applications to particle systems and to networks of M/G/∞ service stations. Such networks were the subject of Keilson and Servi [9].

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Brown, M. A property of Poisson processes and its application to macroscopic equilibrium of particle systems. Ann. Math. Stat. 41, 1935–1941, 1970.

    Article  MATH  Google Scholar 

  2. Brown, M. Low density traffic streams. Adv. Appl. Prob. 4, 177–192, 1972.

    Article  MATH  Google Scholar 

  3. Brown, M., and Ross, S. M. Some results for infinite server Poisson queues. J. Appl. Prob. 6, 604–611, 1969.

    Article  MathSciNet  MATH  Google Scholar 

  4. Cinlar, E., and Kao, J. S. Particle systems on flows. In: Applied Stochastic Models and Data Analysis. John Wiley, New York, 1992.

    Google Scholar 

  5. Daley, D. J., and Vere-Jones, D. An Introduction to the Theory of Point Processes. Springer, New York, 1988.

    MATH  Google Scholar 

  6. Derman, C. Some contributions to the theory of denumerable Markov chains. Trans. Am. Math. Soc. 79, 541–555, 1955.

    Article  MathSciNet  MATH  Google Scholar 

  7. Foley, R. The non-homogeneous M/G/∞ queue. Opsearch 19, 40–48, 1982.

    MathSciNet  Google Scholar 

  8. Karlin, S. A First Course in Stochastic Processes. Academic Press, Now York, 1966.

    Google Scholar 

  9. Keilson, J., and Servi, L. D. Networks of non-homogeneous M/G/∞ systems. Studies in Applied Probability. J. Appl. Probability 31A, 157–168, 1994.

    Article  MathSciNet  Google Scholar 

  10. Kingman, J. F. C. Poisson Processes. Oxford University Press, Oxford, 1993.

    MATH  Google Scholar 

  11. Massey, W. A., and W. Whitt. Networks of infinite-server queues with nonstationary Poisson input. Queueing Sys. 13, 183–250, 1993.

    Article  MathSciNet  MATH  Google Scholar 

  12. Phelan, M. J. A Girsanov transformation for birth and death on a Brownian flow. J. Apl. Prob. 33, 88–100, 1996.

    Article  MathSciNet  MATH  Google Scholar 

  13. Serfozo, R. Point processes. In: Heyman, D. P., and Sobel, M. J. (eds), Stochastic Models. North Holland, Amsterdam, 1990, pp. 1–93.

    Chapter  Google Scholar 

Download references

Authors

Editor information

J. G. Shanthikumar Ushio Sumita

Rights and permissions

Reprints and permissions

Copyright information

© 1999 Springer Science+Business Media New York

About this chapter

Cite this chapter

Serfozo, R.F. (1999). Transformations of Poisson Processes: Particle Systems and Networks. In: Shanthikumar, J.G., Sumita, U. (eds) Applied Probability and Stochastic Processes. International Series in Operations Research & Management Science, vol 19. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-5191-1_3

Download citation

  • DOI: https://doi.org/10.1007/978-1-4615-5191-1_3

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7364-3

  • Online ISBN: 978-1-4615-5191-1

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics