Download Queues and Lévy Fluctuation Theory (Universitext) by Krzysztof Debicki,Michel Mandjes PDF

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.

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