Queues And L Vy Fluctuation Theory
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Queues And L Vy Fluctuation Theory
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Author : Krzysztof Dębicki
language : en
Publisher: Springer
Release Date : 2015-08-06
Queues And L Vy Fluctuation Theory written by Krzysztof Dębicki and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-06 with Mathematics categories.
The 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 postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
Information Technologies And Mathematical Modelling Queueing Theory And Applications
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Author : Alexander Dudin
language : en
Publisher: Springer Nature
Release Date : 2022-06-23
Information Technologies And Mathematical Modelling Queueing Theory And Applications written by Alexander Dudin and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-23 with Computers categories.
This book constitutes revised selected papers of the 20th International Conference on Information Technologies and Mathematical Modelling, ITMM 2021, named after A.F. Terpugov, held in Tomsk, Russia, in December 2021. Due to the COVID-19 pandemic the conference was held in a virtual mode. The 28 full papers presented in this volume were carefully reviewed and selected from 89 submissions. The conference covers various aspects of information technologies, focusing on queueing theory, stochastic processes, Markov processes, renewal theory, network performance equation and network protocols.
Fluctuations Of L Vy Processes With Applications
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Author : Andreas E. Kyprianou
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-01-09
Fluctuations Of L Vy Processes With Applications written by Andreas E. Kyprianou and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-09 with Mathematics categories.
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes. This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical tractability. The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises.
Queueing Theory For Telecommunications
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Author : Attahiru Sule Alfa
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-28
Queueing Theory For Telecommunications written by Attahiru Sule Alfa and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-28 with Computers categories.
Queueing theory applications can be discovered in many walks of life including; transportation, manufacturing, telecommunications, computer systems and more. However, the most prevalent applications of queueing theory are in the telecommunications field. Queueing Theory for Telecommunications: Discrete Time Modelling of a Single Node System focuses on discrete time modeling and illustrates that most queueing systems encountered in real life can be set up as a Markov chain. This feature is very unique because the models are set in such a way that matrix-analytic methods are used to analyze them. Queueing Theory for Telecommunications: Discrete Time Modelling of a Single Node System is the most relevant book available on queueing models designed for applications to telecommunications. This book presents clear concise theories behind how to model and analyze key single node queues in discrete time using special tools that were presented in the second chapter. The text also delves into the types of single node queues that are very frequently encountered in telecommunication systems modeling, and provides simple methods for analyzing them. Where appropriate, alternative analysis methods are also presented. This book is for advanced-level students and researchers concentrating on engineering, computer science and mathematics as a secondary text or reference book. Professionals who work in the related industries of telecommunications, industrial engineering and communications engineering will find this book useful as well.
Applied Probability And Queues
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Author : Soeren Asmussen
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-01-08
Applied Probability And Queues written by Soeren Asmussen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-08 with Mathematics categories.
"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS
Self Similar Network Traffic And Performance Evaluation
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Author : Kihong Park
language : en
Publisher: Wiley-Interscience
Release Date : 2000-09-04
Self Similar Network Traffic And Performance Evaluation written by Kihong Park and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-09-04 with Computers categories.
A collection of work from top researchers in the field, this book covers all aspects of self-similar network traffic. Readers will gain a better understanding of these networks through a broad introduction to the topic, as well as suggestions for future research.
Cambridge Tracts In Mathematics
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Author : Jean Bertoin
language : en
Publisher: Cambridge University Press
Release Date : 1996
Cambridge Tracts In Mathematics written by Jean Bertoin and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Mathematics categories.
This 1996 book is a comprehensive account of the theory of Lévy processes; aimed at probability theorists.
Stochastic Process Limits
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Author : Ward Whitt
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-01-08
Stochastic Process Limits written by Ward Whitt and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-08 with Mathematics categories.
From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2005
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
Applied Probability
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Author :
language : en
Publisher:
Release Date : 1983
Applied Probability written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Probabilities categories.