Titel: Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication (Stochastic Modelling and Applied Probability)
Verlag: Springer
Erscheinungsjahr: 2012
Sprache: Englisch
ISBN-10: 1461272602
ISBN-13: 9781461272601
Einband: Softcover
Zustand: New

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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.

Rese�a 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.

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