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000733622 020__ $$a9783319206936$$qelectronic book
000733622 020__ $$a3319206931$$qelectronic book
000733622 020__ $$z9783319206929
000733622 0247_ $$a10.1007/978-3-319-20693-6$$2doi
000733622 035__ $$aSP(OCoLC)ocn918564205
000733622 035__ $$aSP(OCoLC)918564205
000733622 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dYDXCP$$dUPM$$dCOO$$dOCLCF
000733622 049__ $$aISEA
000733622 050_4 $$aQA274.8
000733622 08204 $$a519.8/2$$223
000733622 1001_ $$aDe̜bicki, Krzysztof,$$eauthor.
000733622 24510 $$aQueues and Lévy fluctuation theory$$h[electronic resource] /$$cKrzysztof De̜bicki, Michel Mandjes.
000733622 264_1 $$aCham :$$bSpringer,$$c2015.
000733622 300__ $$a1 online resource (xi, 255 pages) :$$billustrations.
000733622 336__ $$atext$$btxt$$2rdacontent
000733622 337__ $$acomputer$$bc$$2rdamedia
000733622 338__ $$aonline resource$$bcr$$2rdacarrier
000733622 4901_ $$aUniversitext,$$x0172-5939
000733622 504__ $$aIncludes bibliographical references.
000733622 5050_ $$aIntroduction -- Lévy processes and Lévy-driven queues -- Steady-state workload -- Transient workload -- Heavy traffic -- Busy period -- Workload correlation function -- Stationary workload asymptotics -- Transient asymptotics -- Simulation of Lévy-driven queues -- Variants of the standard queue -- Lévy-driven tandem queues -- Lévy-driven queueing networks -- Applications in communication networks -- Applications in mathematical finance -- Computational aspects: inversion techniques -- Concluding remarks -- Bibliography.
000733622 506__ $$aAccess limited to authorized users.
000733622 520__ $$aThe book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Lévy Fluctuation Theory will appeal to graduate/postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
000733622 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed August 14, 2015).
000733622 650_0 $$aQueuing theory.
000733622 650_0 $$aLévy processes.
000733622 7001_ $$aMandjes, Michel$$q(Michael Robertus Hendrikus),$$d1970-$$eauthor.
000733622 77608 $$iPrint version:$$z9783319206929
000733622 830_0 $$aUniversitext.
000733622 852__ $$bebk
000733622 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-20693-6$$zOnline Access$$91397441.1
000733622 909CO $$ooai:library.usi.edu:733622$$pGLOBAL_SET
000733622 980__ $$aEBOOK
000733622 980__ $$aBIB
000733622 982__ $$aEbook
000733622 983__ $$aOnline
000733622 994__ $$a92$$bISE