Queues and Lévy Fluctuation Theory

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Dębicki, Krzysztof (Autor), Mandjes, Michel (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Universitext,
Temas:
Probabilities.
Mathematics.
Probability Theory.
Applications of Mathematics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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