書目名稱 | Queues and Lévy Fluctuation Theory |
編輯 | Krzysztof D?bicki,Michel Mandjes |
視頻video | http://file.papertrans.cn/782/781850/781850.mp4 |
概述 | Combines Lévy-based fluctuation theory and queueing theory.Studies the possibilities of fluctuation-theoretic elements and the connection to queues.Applicable for both an applied- and a theory-oriente |
叢書名稱 | Universitext |
圖書封面 |  |
描述 | .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.. |
出版日期 | Textbook 2015 |
關(guān)鍵詞 | Lévy Processes; Networks; Queues; Tail Asymptotics; Workload Process |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-20693-6 |
isbn_softcover | 978-3-319-20692-9 |
isbn_ebook | 978-3-319-20693-6Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
issn_series | 0172-5939 |
copyright | Springer International Publishing Switzerland 2015 |