@article{733622, author = {De̜bicki, Krzysztof, and Mandjes, Michel}, url = {http://library.usi.edu/record/733622}, title = {Queues and Lévy fluctuation theory [electronic resource] /}, abstract = {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.}, doi = {https://doi.org/10.1007/978-3-319-20693-6}, recid = {733622}, pages = {1 online resource (xi, 255 pages) :}, }