Matrix analytic methods constitute a success story, illustrating the enrichment of a science,
applied probability, by a technology, that of digital computers. Marcel Neuts has played a …

Queueing models can usefully represent production systems experiencing congestion due
to irregular flows, but exact analyses of these queueing models can be difficult. Thus it is …

Queueing Theory with Applications to Packet Telecommunication is an efficient introduction
to fundamental concepts and principles underlying the behavior of queueing systems and its …

We consider the multiserver queue with c phase type servers and a renewal input. It is well-
known that the stationary joint distribution of the queue length and the number of servers in …

We develop bounds and approximations for setting base-stock levels in production-
inventory systems with limited production capacity. Our approximations become exact as …

We study the problem of determining production quantities in each period of an infinite
horizon for a single item produced in a capacity-limited facility. The demand for the product …

The behavior of many systems of practical interest in communications and other areas is
well modeled by a single-server exponential queuing system in which the arrival and service …

We draw attention to some important nonlinear equations commonly arising in applied
probability, review some known techniques to compute their minimal nonnegative solutions …

The distributions of random walk quantities like ascending ladder heights and the maximum
are shown to be phase-type provided that the generic random walk increment $ X $ has …

Publisher Summary The main objective of computational probability is the development of
algorithms that can provide numerical solutions to problems arising in a stochastic context …