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,...
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| Main Authors: | , |
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| 企業作者: | |
| 格式: | 電子 電子書 |
| 語言: | English |
| 出版: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| 版: | 1st ed. 2015. |
| 叢編: | Universitext,
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| 主題: | |
| 在線閱讀: | https://doi.org/10.1007/978-3-319-20693-6 |
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書本目錄:
- 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.