By Krzysztof Debicki,Michel Mandjes
The publication offers an in depth advent to queueing types pushed by means of Lévy-processes in addition to a scientific account of the literature on Lévy-driven queues. the target is to make the reader accustomed to the huge set of probabilistic innovations which have been built during the last many years, together with transform-based recommendations, martingales, rate-conservation arguments, change-of-measure, value sampling, and massive deviations. at the program facet, it demonstrates how Lévy site visitors types come up while modelling present queueing-type structures (as conversation networks) and contains purposes to finance.
Queues and Lévy Fluctuation Theory will attract postgraduate scholars and researchers in arithmetic, computing device technological know-how, and electric engineering. simple must haves are chance thought and stochastic processes.
Read or Download Queues and Lévy Fluctuation Theory (Universitext) PDF
Similar probability & statistics books
This e-book specializes in instruments and strategies for development regression types utilizing real-world facts and assessing their validity. A key subject in the course of the publication is that it is sensible to base inferences or conclusions basically on legitimate types. Plots are proven to be a tremendous device for either construction regression types and assessing their validity.
Concept you couldn’t research data? you could – and you may! Even you could examine facts and Analytics, 3rd variation is the sensible, up to date creation to stats – for everybody! Now totally up-to-date for "big facts" analytics and the most recent purposes, it will train you all of the statistical ideas you’ll want for finance, advertising, caliber, technology, social technological know-how, and extra – one effortless step at a time.
During this booklet the authors describe the foundations and techniques in the back of probabilistic forecasting and Bayesian info assimilation. rather than concentrating on specific software parts, the authors undertake a normal dynamical structures technique, with a large quantity of low-dimensional, discrete-time numerical examples designed to construct instinct in regards to the topic.
This summary, constructed from 3 volumes, of which this publication is the 1st, exposes the mathematical parts which make up the rules of a few modern clinical equipment: glossy thought on structures, physics and engineering. this primary quantity focuses totally on algebraic questions: different types and functors, teams, earrings, modules and algebra.
- The Statistical Analysis of Discrete Data (Springer Texts in Statistics)
- Correspondence Analysis and Data Coding with Java and R (Chapman & Hall/CRC Computer Science & Data Analysis)
- R and Data Mining: Examples and Case Studies
- Statistics by Example: Hands on approach using R and Excel
- Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach
Extra info for Queues and Lévy Fluctuation Theory (Universitext)