Concurrent users
Unlimited
Authorized users
Authorized users
Document Delivery Supplied
Can lend chapters, not whole ebooks
Title
Queues and Lévy fluctuation theory [electronic resource] / Krzysztof De̜bicki, Michel Mandjes.
ISBN
9783319206936 electronic book
3319206931 electronic book
9783319206929
Published
Cham : Springer, 2015.
Language
English
Description
1 online resource (xi, 255 pages) : illustrations.
Item Number
10.1007/978-3-319-20693-6 doi
Call Number
QA274.8
Dewey Decimal Classification
519.8/2
Summary
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 graduate/postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
Bibliography, etc. Note
Includes bibliographical references.
Access Note
Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed August 14, 2015).
Series
Universitext.
Available in Other Form
Print version: 9783319206929
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.
