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Queues and Levy Fluctuation Theory

Debicki, Krzysztof,

9783319206929 - Queues and Levy Fluctuation Theory
Secondhand

Article description

The book provides an extensive introduction to queueing models driven by Levy-processes as well as a systematic account of the literature on Levy-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 Levy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Levy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.

Specifications

Author Debicki, Krzysztof,
ISBN/EAN 9783319206929
Can't be ordered

Article description

The book provides an extensive introduction to queueing models driven by Levy-processes as well as a systematic account of the literature on Levy-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 Levy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Levy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.

Specifications

Author Debicki, Krzysztof,
ISBN/EAN 9783319206929