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＜電子ブック＞
Queues and Lévy Fluctuation Theory / by Krzysztof Dębicki, Michel Mandjes
(Universitext. ISSN:21916675)

版	1st ed. 2015.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2015
本文言語	英語
大きさ	XI, 255 p. 12 illus : online resource
著者標目	*Dębicki, Krzysztof author Mandjes, Michel author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Mathematics FREE:Probability Theory FREE:Applications of Mathematics
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/978-3-319-20693-6

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