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Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Communication
Bok av N U Prabhu
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 factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised and simplified. With its prerequisite of a graduate-level course in probability and stochastic processes, this book can be used as a text for an advanced course on applied probability models.
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Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Co...Engelska - Pocket
ISBN: 9781461272601
ISBN: 9781461272601
Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Co...Engelska - Inbunden
ISBN: 9780387982489
ISBN: 9780387982489
Stochastic Storage Processes : Queues, Insurance Risk and DamsEngelska - E-bok
ISBN: 9781468401134
ISBN: 9781468401134
Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Co...Engelska - E-bok
ISBN: 9781461217428
ISBN: 9781461217428
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Stochastic Storage Processes
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Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Communication
1539 kr
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