Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication: 15 (Stochastic Modelling and Applied Probability) - Tapa blanda

Prabhu, N.U.

 
9781461272601: Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication: 15 (Stochastic Modelling and Applied Probability)

Sinopsis

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.

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Reseña 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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Otras ediciones populares con el mismo título

9780387982489: Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication: 15 (Stochastic Modelling and Applied Probability, 15)

Edición Destacada

ISBN 10:  0387982485 ISBN 13:  9780387982489
Editorial: Springer, 1997
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