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Queues and Levy Fluctuation Theory
Krzysztof Debicki
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Description for Queues and Levy Fluctuation Theory
Paperback. Series: Universitext. Num Pages: 266 pages, 12 black & white illustrations, biography. BIC Classification: PBT; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 14. Weight in Grams: 415.
The book provides an extensive introduction to queueing models driven by Levy-processes as well as a systematic account of the literature on Levy-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 Levy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Levy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, ... Read more
The book provides an extensive introduction to queueing models driven by Levy-processes as well as a systematic account of the literature on Levy-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 Levy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Levy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Paperback
Publication date
2015
Series
Universitext
Condition
New
Weight
415g
Number of Pages
255
Place of Publication
Cham, Switzerland
ISBN
9783319206929
SKU
V9783319206929
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Krzysztof Debicki
Krzysztof Debicki is a professor at the University of Wroclaw, Poland. His research interests lie in extreme value analysis of stochastic processes and their applications in risk and queueing theory. His work is focused on extremes and boundary crossing probabilities of Gaussian and Levy processes, limit theorems and stochastic networks. He serves as an associate editor of Queueing Systems and ... Read more
Reviews for Queues and Levy Fluctuation Theory
The book presents, often in summary fashion, virtually all of the known results on Levy-driven queues, quite a few of them obtained by the authors of this book, and thus it is ideal for a researcher who would like to enter this area. ... I found the sketchy treatment of many results extremely useful and motivating. The list of references ... Read more