The book provides an extensive introduction to queueing models driven by L???vy-processes as well as a systematic account of the literature on L???vy-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, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how L???vy traffic models arise when ...
Read More
The book provides an extensive introduction to queueing models driven by L???vy-processes as well as a systematic account of the literature on L???vy-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, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how L???vy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and L???vy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
Read Less
Add this copy of Queues and Levy Fluctuation Theory (Universitext) to cart. $53.64, Sold by Zubal Books rated 5.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 2015 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
*Price HAS BEEN REDUCED by 10% until Monday, May 20 (sale item)* 266 pp., Paperback, new. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Add this copy of Queues and Lévy Fluctuation Theory to cart. $56.35, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2015 by Springer.
Add this copy of Queues and Lévy Fluctuation Theory (Universitext) to cart. $89.04, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2015 by Springer.