Hidden Bibliographic Details
| Other authors / contributors: | Mandjes, Michel (Michael Robertus Hendrikus), 1970- author.
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| ISBN: | 9783319206936
3319206931
3319206923
9783319206929
9783319206929
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| Digital file characteristics: | text file PDF
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| Notes: | Includes bibliographical references.
Online resource; title from PDF title page (SpringerLink, viewed August 14, 2015).
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| Summary: | 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 graduate/postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
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| Other form: | Printed edition: 9783319206929
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| Standard no.: | 10.1007/978-3-319-20693-6
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