Queues and Lévy Fluctuation Theory Queues and Lévy Fluctuation Theory

Queues and Lévy Fluctuation Theory

    • USD 44.99
    • USD 44.99

Descripción editorial

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 graduate/postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.

GÉNERO
Ciencia y naturaleza
PUBLICADO
2015
6 de agosto
IDIOMA
EN
Inglés
EXTENSIÓN
266
Páginas
EDITORIAL
Springer International Publishing
VENTAS
Springer Nature B.V.
TAMAÑO
5.2
MB