Queues and Lévy Fluctuation Theory

Nonfiction, Science & Nature, Mathematics, Applied, Statistics
Cover of the book Queues and Lévy Fluctuation Theory by Krzysztof Dębicki, Michel Mandjes, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Krzysztof Dębicki, Michel Mandjes ISBN: 9783319206936
Publisher: Springer International Publishing Publication: August 6, 2015
Imprint: Springer Language: English
Author: Krzysztof Dębicki, Michel Mandjes
ISBN: 9783319206936
Publisher: Springer International Publishing
Publication: August 6, 2015
Imprint: Springer
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

More books from Springer International Publishing

Cover of the book Artefact Kinds by Krzysztof Dębicki, Michel Mandjes
Cover of the book Cognitive Screening Instruments by Krzysztof Dębicki, Michel Mandjes
Cover of the book Software Architecture by Krzysztof Dębicki, Michel Mandjes
Cover of the book Percutaneous Tracheostomy in Critically Ill Patients by Krzysztof Dębicki, Michel Mandjes
Cover of the book Fundamentals of Statistical Hydrology by Krzysztof Dębicki, Michel Mandjes
Cover of the book The Ocean of Tomorrow by Krzysztof Dębicki, Michel Mandjes
Cover of the book Computational Collective Intelligence by Krzysztof Dębicki, Michel Mandjes
Cover of the book The Public Economy in Crisis by Krzysztof Dębicki, Michel Mandjes
Cover of the book Oceanic Internal Tides: Observations, Analysis and Modeling by Krzysztof Dębicki, Michel Mandjes
Cover of the book Algebraic Modeling of Topological and Computational Structures and Applications by Krzysztof Dębicki, Michel Mandjes
Cover of the book Reasoning with Rough Sets by Krzysztof Dębicki, Michel Mandjes
Cover of the book Understanding the Brain Function and Emotions by Krzysztof Dębicki, Michel Mandjes
Cover of the book Economic Crisis in Europe and the Balkans by Krzysztof Dębicki, Michel Mandjes
Cover of the book Photovoltaics for Sustainable Electricity and Buildings by Krzysztof Dębicki, Michel Mandjes
Cover of the book Islamic Schooling in the West by Krzysztof Dębicki, Michel Mandjes
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy