Queues and Lévy fluctuation theory [Documento eletrónico] / Krzysztof Dębicki, Michel Mandjes
Language: eng.Country: Switzerland, Swiss Confederation.Publication: Cham : Springer International Publishing, 2015Description: XI, 255 p. : il.ISBN: 978-3-319-20693-6.Series: UniversitextSubject - Topical Name: 6798 | 4515Online Resources:Click here to access onlineItem type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
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E-Books | Biblioteca NOVA FCT Online | Não Ficção | QA273 SPR FCT 96444 (Browse shelf(Opens below)) | 1 | Available |
Browsing Biblioteca NOVA FCT shelves, Shelving location: Online, Collection: Não Ficção Close shelf browser (Hides shelf browser)
QA273.SPR FCT 96411 Lévy matters V, functionals of Lévy processes | QA273.SPR FCT 96423 Lectures on the nearest neighbor method | QA273.SPR FCT 96432 Fractal geometry and stochastics V | QA273 SPR FCT 96444 Queues and Lévy fluctuation theory | QA273.SPR FCT 96538 Poisson point processes and their application to Markov processes | QA273.SPR FCT 96590 Stable convergence and stable limit theorems | QA273 .SPR FCT 96596 Stochastic calculus and applications |
Colocação: Online
The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-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 Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Lévy Fluctuation Theory will appeal to graduate/postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
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