Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Communication

Prabhu, N.U.

ISBN 10: 1461272602 / ISBN 13: 9781461272601

Verlag: Springer 2012-09, 2012

Beschreibung

Bestandsnummer des Verkäufers 6666-IUK-9781461272601

Bibliografische Details

• Titel: Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Communication
• Verlag: Springer 2012-09
• Erscheinungsjahr: 2012
• Sprache: Englisch
• ISBN-10: 1461272602
• ISBN-13: 9781461272601
• Einband: PF
• Auflage: 2. Auflage
• Zustand: New

Über diesen Titel

Inhaltsangabe

This monograph will be of interest to researchers in applied probability. The book includes applications to queueing theory, insurance, and data communications. Professor Prabhu is one of the leading figures in this field.

Reseña del editor

A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised and simplified. With its prerequisite of a graduate-level course in probability and stochastic processes, this book can be used as a text for an advanced course on applied probability models.