Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication: 15 (Stochastic Modelling and Applied Probability, 15) - Hardcover

Prabhu, N.U.

 
9780387982489: Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication: 15 (Stochastic Modelling and Applied Probability, 15)

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Weitere beliebte Ausgaben desselben Titels

9781461272601: Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication: 15 (Stochastic Modelling and Applied Probability)

Vorgestellte Ausgabe

ISBN 10:  1461272602 ISBN 13:  9781461272601
Verlag: Springer, 2012
Softcover