Abstract : In this paper, a new mathematical framework to the analysis of millimeter wave cellular networks is introduced. Its peculiarity lies in considering realistic path-loss and blockage models, which are derived from recently reported experimental data. The path-loss model accounts for different distributions of line-of-sight and non-line-of-sight propagation conditions and the blockage model includes an outage state that provides a better representation of the outage possibilities of millimeter wave communications. By modeling the locations of the base stations as points of a Poisson point process and by relying on a noise-limited approximation for typical millimeter wave network deployments, simple and exact integral as well as approximated and closed-form formulas for computing the coverage probability and the average rate are obtained. With the aid of Monte Carlo simulations, the noise-limited approximation is shown to be sufficiently accurate for typical network densities. The noise-limited approximation, however, may not be sufficiently accurate for ultra-dense network deployments and for sub-gigahertz transmission bandwidths. For these case studies, the analytical approach is generalized to take the other-cell interference into account at the cost of increasing its computational complexity. The proposed mathematical framework is applicable to cell association criteria based on the smallest path-loss and on the highest received power. It accounts for beamforming alignment errors and for multi-tier cellular network deployments. Numerical results confirm that sufficiently dense millimeter wave cellular networks are capable of outperforming micro wave cellular networks, in terms of coverage probability and average rate.