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Queues and Levy Fluctuation Theory

Language EnglishEnglish
Book Paperback
Book Queues and Levy Fluctuation Theory Krzysztof Debicki
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
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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.§

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About the book

Full name Queues and Levy Fluctuation Theory
Language English
Binding Book - Paperback
Date of issue 2015
Number of pages 255
EAN 9783319206929
ISBN 3319206923
Libristo code 09354165
Weight 434
Dimensions 235 x 160 x 19
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