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Queues and Lévy fluctuation theory / Krzysztof De̜bicki, Michel Mandjes.
Math/Physics/Astronomy Library QA274.8 .D43 2015
Available
- Format:
- Book
- Author/Creator:
- De̜bicki, Krzysztof, author.
- Mandjes, Michel (Michael Robertus Hendrikus), 1970- author.
- Series:
- Universitext
- Universitext, 0172-5939
- Language:
- English
- Subjects (All):
- Queuing theory.
- Lévy processes.
- Physical Description:
- xi, 255 pages : illustrations ; 24 cm.
- Place of Publication:
- Cham : Springer, [2015]
- Contents:
- Introduction
- Lévy processes and Lévy-driven queues
- Steady-state workload
- Transient workload
- Heavy traffic
- Busy period
- Workload correlation function
- Stationary workload asymptotics
- Transient asymptotics
- Simulation of Lévy-driven queues
- Variants of the standard queue
- Lévy-driven tandem queues
- Lévy-driven queueing networks
- Applications in communication networks
- Applications in mathematical finance
- Computational aspects: inversion techniques
- Concluding remarks
- Bibliography.
- Notes:
- Includes bibliographical references.
- ISBN:
- 3319206923
- 9783319206929
- OCLC:
- 910411935
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