Stochastic storage processes : queues, insurance risk, dams, and data communication / N.U. Prabhu.

Format:

Book

Author/Creator:

Prabhu, N. U. (Narahari Umanath), 1924-

Series:

Applications of mathematics ; 15.

Applications of mathematics ; 15

Language:

English

Subjects (All):

Queuing theory.

Stochastic processes.

Physical Description:

xvi, 206 pages ; 25 cm.

Edition:

Second edition.

Place of Publication:

New York : Springer, [1998]

Summary:

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.

Notes:

Includes bibliographical references and index.

ISBN:

0387982485

OCLC:

37748477