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Queues and Levy Fluctuation Theory

Name: Queues and Levy Fluctuation Theory
Brand: Springer International Publishing AG
SKU: 09354165
Price: 58.45 EUR
Availability: InStock
Author: Krzysztof Debicki
ISBN: 9783319206929

Krzysztof Debicki

Michel Mandjes

Language

English

Book Paperback

Libristo code: 09354165

Publishers Springer International Publishing AG, August 2015

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

Libristo code: 09354165

142 b

58.45 €

114.32 лв

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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.§