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,...
محفوظ في:
المؤلفون الرئيسيون: | , |
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مؤلف مشترك: | |
التنسيق: | الكتروني كتاب الكتروني |
اللغة: | English |
منشور في: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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الطبعة: | 1st ed. 2015. |
سلاسل: | Universitext,
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الموضوعات: | |
الوصول للمادة أونلاين: | https://doi.org/10.1007/978-3-319-20693-6 |
الوسوم: |
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جدول المحتويات:
- 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.