Reversibility and Stochastic Networks

TLDR

This classic 1979 text introduces reversibility in stochastic network modeling and highlights its simplifying power. The book’s purpose is to explain how reversibility simplifies analysis by dedicating its first chapter to the concept. It examines equilibrium behavior of vector stochastic processes, explores applications of reversibility, shows how the assumption can be relaxed while retaining tractability, and requires only elementary probability with exercises interspersed. The book is praised for its clear, easy‑to‑read style, making it enjoyable for readers of stochastic processes.

Abstract

This classic in stochastic network modelling broke new ground when it was published in 1979, and it remains a superb introduction to reversibility and its applications. The book concerns behaviour in equilibrium of vector stochastic processes or stochastic networks. When a stochastic network is reversible its analysis is greatly simplified, and the first chapter is devoted to a discussion of the concept of reversibility. The rest of the book focuses on the various applications of reversibility and the extent to which the assumption of reversibility can be relaxed without destroying the associated tractability. Now back in print for a new generation, this book makes enjoyable reading for anyone interested in stochastic processes thanks to the author's clear and easy-to-read style. Elementary probability is the only prerequisite and exercises are interspersed throughout.