EAN: 9783319206929

Bilder-Quelle: discount24.de - Sport-Freizeit

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.

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17.03.2025 um 08:30 Uhr

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