Queues and Lévy Fluctuation Theory / Universitext (PDF)
29 DeutschlandCard Punkte sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
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.
Michel Mandjes is a professor at the University of Amsterdam, the Netherlands; he is also part-time with Eurandom and CWI; he previously worked at Bell Labs (Murray Hill), and had a sabbatical at Stanford. His research focuses on queueing theory and stochastic process analysis, with operations-research-type applications. He is author of the book Large Deviations for Gaussian Queues. He serves as an associate editor of Queueing Systems, Stochastic Systems, Stochastic Models, and Advances in Applied Probability / Journal of Applied Probability.
- Autoren: Krzysztof Debicki , Michel Mandjes
- 2015, 1st ed. 2015, 255 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3319206931
- ISBN-13: 9783319206936
- Erscheinungsdatum: 06.08.2015
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Größe: 2.43 MB
- Mit Kopierschutz
- Vorlesefunktion
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Queues and Lévy Fluctuation Theory / Universitext".
Kommentar verfassen