Queues and Levy Fluctuation Theory

Name: Queues and Levy Fluctuation Theory
Brand: Springer International Publishing AG
SKU: 9783319206929
Price: 1231 CZK
Availability: InStock

Autor: Krzysztof Debicki, Michel Mandjes

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer International Publishing AG

Dostupnost: Skladem u dodavatele

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The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a...

Informace o knize

Autor

Krzysztof Debicki, Michel Mandjes

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2015

Stránek

255

EAN

9783319206929

ISBN

3319206923

Enbook ID

09354165

Vydavatel

Springer International Publishing AG

Hmotnost

434

Rozměry

235 x 160 x 19

Kompletní popis

The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance.§§Queues and Lévy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.§

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Queues and Levy Fluctuation Theory

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