Omslagsbillede

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,...

Fuld beskrivelse

Saved in:
Bibliografiske detaljer
Main Authors: Dębicki, Krzysztof. (Author, http://id.loc.gov/vocabulary/relators/aut), Mandjes, Michel. (http://id.loc.gov/vocabulary/relators/aut)
Institution som forfatter: SpringerLink (Online service)
Format: Electronisk eBog
Sprog:English
Udgivet: Cham : Springer International Publishing : Imprint: Springer, 2015.
Udgivelse:1st ed. 2015.
Serier:Universitext,
Fag:
Probabilities.
Applied mathematics.
Engineering mathematics.
Probability Theory and Stochastic Processes.
Applications of Mathematics.
Online adgang:https://doi.org/10.1007/978-3-319-20693-6
Tags: Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!
Indholdsfortegnelse:
  • 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.

Lignende værker