Queues and Lévy Fluctuation Theory
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,...
שמור ב:
| Main Authors: | , |
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| מחבר תאגידי: | |
| פורמט: | אלקטרוני ספר אלקטרוני |
| שפה: | English |
| יצא לאור: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| מהדורה: | 1st ed. 2015. |
| סדרה: | Universitext,
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| נושאים: | |
| גישה מקוונת: | https://doi.org/10.1007/978-3-319-20693-6 |
| תגים: |
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תוכן הענינים:
- Introduction
- Lévy processes and Lévy-driven queues
- Steady-state workload
- Transient workload
- Heavy traffic
- Busy period
- Workload correlation function
- Stationary workload asymptotics
- Transient asymptotics
- Simulation of Lévy-driven queues
- Variants of the standard queue
- Lévy-driven tandem queues
- Lévy-driven queueing networks
- Applications in communication networks
- Applications in mathematical finance
- Computational aspects: inversion techniques
- Concluding remarks
- Bibliography.