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Añadir al carritoCondición: New. KlappentextThis book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a tex.
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Añadir al carritoTaschenbuch. Condición: Neu. Neuware - This book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a text I used my earlier book, Queues and Inventories (John Wiley, New York, 1965). Over the years the emphasis in this course shifted from detailed analysis of probability models to the study of stochastic processes that arise from them, and the subtitle of the text, 'A Study of Their Basic Stochastic Processes,' became a more appropriate description of the course. My own research into the fluctuation theory for U: vy processes provided a new perspective on the topics discussed, and enabled me to reorganize the material. The lecture notes used for the course went through several versions, and the final version became this book. A detailed description of my approach will be found in the Introduction. I have not attempted to give credit to authors of individual results. Readers interested in the historical literature should consult the Selected Bibliography given at the end of the Introduction. The original work in this area is presented here with simpler proofs that make full use of the special features of the underlying stochastic processes. The same approach makes it possible to provide several new results. Thanks are due to Kathy King for her excellent typing of the manuscript.
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Añadir al carritoTaschenbuch. Condición: Neu. Stochastic Storage Processes | Queues, Insurance Risk, Dams, and Data Communication | N. U. Prabhu | Taschenbuch | xvi | Englisch | 2012 | Springer | EAN 9781461272601 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Publicado por Springer New York, Springer New York, 2012
ISBN 10: 1461272602 ISBN 13: 9781461272601
Idioma: Inglés
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This is a revised and expanded version of the earlier edition. The new material is on Markov-modulated storage processes arising from queueing and data commu nication models. The analysis of these models is based on the fluctuation theory of Markov-additive processes and their discrete time analogues, Markov random walks. The workload and queue length processes, omitted from the earlier edition, are also presented. In addition, many sections have been rewritten, with new re sults and proofs, as well as further examples. The mathematical level and style of presentation, however, remain the same. Chapter I contains a comprefensive treatment of the waiting time and related quantities in a single server queue, combining Chapters 1 and 2 of the earlier edition. In Chapter 2 we treat the (continuous time) workload and queue length processes using their semiregenerative properties. Also included are bulk queues omitted from the earlier edition, but included in its Russian translation. The queue MIMIl is presented in Chapter 3. This is the so-called simple queue, but its treat ment in most of the literature is far from simple. Our analysis of the queue length process is elementary and yields explicit results for various distributions of interest. are treated in Chapter 4, combining Chapters 3 Continuous time storage models and 4 of the earlier edition. We present extensive new material, omitting much of the old Chapter 4. This has resulted in a streamlined account of this important class of models.
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Añadir al carritoBuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph gives 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 factorization plays a central role. The second edition includes results for the virtual waiting time and queue length in single server queues. The treatment of continuous time storage processes is thoroughly revised and simplified. Markov- modulated storage processes are inlcuded in Part III with application to data communication models. The book can be used as a text for an advanced course on applied probability models. The prerequisite is a graduate-level course in probability and stochastic processes.
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Añadir al carritoPaperback. Condición: Like New. Like New. book.