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| 003 | RU-ToGU | ||
| 005 | 20210922090235.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 170212s2015 gw | s |||| 0|eng d | ||
| 020 |
_a9783319206936 _9978-3-319-20693-6 |
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| 024 | 7 |
_a10.1007/978-3-319-20693-6 _2doi |
|
| 035 | _ato000560353 | ||
| 040 |
_aSpringer _cSpringer _dRU-ToGU |
||
| 050 | 4 | _aQA273.A1-274.9 | |
| 050 | 4 | _aQA274-274.9 | |
| 072 | 7 |
_aPBT _2bicssc |
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_aPBWL _2bicssc |
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_aMAT029000 _2bisacsh |
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| 082 | 0 | 4 |
_a519.2 _223 |
| 100 | 1 |
_aDębicki, Krzysztof. _eauthor. _9467595 |
|
| 245 | 1 | 0 |
_aQueues and Lévy Fluctuation Theory _helectronic resource _cby Krzysztof Dębicki, Michel Mandjes. |
| 250 | _a1st ed. 2015. | ||
| 260 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2015. |
||
| 300 |
_aXI, 255 p. 12 illus. _bonline resource. |
||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 490 | 1 |
_aUniversitext, _x0172-5939 |
|
| 505 | 0 | _aIntroduction -- 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. | |
| 520 | _aThe book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-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 Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Lévy Fluctuation Theory will appeal to graduate/postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes. | ||
| 650 | 0 |
_amathematics. _9566183 |
|
| 650 | 0 |
_aApplied mathematics. _9460111 |
|
| 650 | 0 |
_aEngineering mathematics. _9303575 |
|
| 650 | 0 |
_aProbabilities. _9295556 |
|
| 650 | 1 | 4 |
_aMathematics. _9566184 |
| 650 | 2 | 4 |
_aProbability Theory and Stochastic Processes. _9303734 |
| 650 | 2 | 4 |
_aApplications of Mathematics. _9296781 |
| 700 | 1 |
_aMandjes, Michel. _eauthor. _9467596 |
|
| 710 | 2 |
_aSpringerLink (Online service) _9143950 |
|
| 773 | 0 | _tSpringer eBooks | |
| 830 | 0 |
_aUniversitext, _9112098 |
|
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-319-20693-6 |
| 912 | _aZDB-2-SMA | ||
| 999 | _c415251 | ||