Queues and Levy Fluctuation Theory - Universitext (Paperback)
  • Queues and Levy Fluctuation Theory - Universitext (Paperback)
zoom

Queues and Levy Fluctuation Theory - Universitext (Paperback)

(author), (author)
£49.99
Paperback 255 Pages / Published: 14/08/2015
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket

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.

Publisher: Springer International Publishing AG
ISBN: 9783319206929
Number of pages: 255
Weight: 4102 g
Dimensions: 235 x 155 x 14 mm
Edition: 1st ed. 2015

You may also be interested in...

Bayesian Statistics
Added to basket
£39.95
Paperback
Discovering Statistics Using R
Added to basket
Statistics Essentials for Dummies
Added to basket
Discovering Statistics Using R
Added to basket
£60.00
Mixed media product
Risk
Added to basket
£12.99
Paperback
How to Use Statistics
Added to basket
Analysis of Longitudinal Data
Added to basket
Probability with Martingales
Added to basket
Statistics: A Very Short Introduction
Added to basket
How to Lie with Statistics
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.