Krzysztof Debicki,Michel Mandjes's Queues and Lévy Fluctuation Theory (Universitext) PDF

By Krzysztof Debicki,Michel Mandjes

The ebook offers an in depth advent to queueing versions pushed through Lévy-processes in addition to a scientific account of the literature on Lévy-driven queues. the target is to make the reader conversant in the extensive set of probabilistic options which were built over the last many years, together with transform-based concepts, martingales, rate-conservation arguments, change-of-measure, value sampling, and massive deviations. at the software part, it demonstrates how Lévy site visitors types come up while modelling present queueing-type structures (as verbal exchange networks) and comprises functions to finance.

Queues and Lévy Fluctuation Theory will entice postgraduate scholars and researchers in arithmetic, desktop technological know-how, and electric engineering. simple must haves are chance conception and stochastic processes.

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Queues and Lévy Fluctuation Theory (Universitext) by Krzysztof Debicki,Michel Mandjes

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