[DOWNLOAD] "Queues and Lévy Fluctuation Theory" by Krzysztof Dębicki & Michel Mandjes * Book PDF Kindle ePub Free
eBook details
- Title: Queues and Lévy Fluctuation Theory
- Author : Krzysztof Dębicki & Michel Mandjes
- Release Date : January 06, 2015
- Genre: Mathematics,Books,Science & Nature,
- Pages : * pages
- Size : 5183 KB
Description
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 graduate/postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.