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 ...
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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.
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Add this copy of Queues and Levy Fluctuation Theory (Universitext) to cart. $55.65, Sold by Zubal Books rated 5.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 2015 by Springer.
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