Queues and Lévy fluctuation theory. (2015)

• Record Type: Book
• Further Information: Note: Krzysztof De̜bicki, Michel Mandjes.
• Authors: De̜bicki, Krzysztof; Mandjes, Michel (Michael Robertus Hendrikus), 1970-
• Contents: Introduction -- Lévy processes and Lévy-driven queues -- Steady-state workload -- Transient workload -- Heavy traffic -- Busy period -- Workload correlation function -- Stationary workload asymptotics -- Transient asymptotics -- Simulation of Lévy-driven queues -- Variants of the standard queue -- Lévy-driven tandem queues -- Lévy-driven queueing networks -- Applications in communication networks -- Applications in mathematical finance -- Computational aspects: inversion techniques -- Concluding remarks -- Bibliography.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource (xi, 255 pages), illustrations
• Subjects: 519.8/2; Mathematics; Queuing theory; Lévy processes; Lévy processes; Queuing theory; Mathematical Statistics; Mathematics; Physical Sciences & Mathematics; Mathematics; Probability Theory and Stochastic Processes; Applications of Mathematics; Mathematics -- Applied; Applied mathematics; Distribution (Probability theory); Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319206936; 3319206931; 3319206923; 9783319206929
• Related ISBNs: 9783319206929
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed August 14, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.