Stochastic storage processes : queues, insurance risk, dams, and data communication /

This monograph gives a self-contained treatment of stochastic processes arising from models for queues, insurance risk, dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, Levy processes, and Markov-additive processes,...

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Glavni avtor: Prabhu, N. U. (Narahari Umanath), 1924-
Format: Knjiga
Jezik:English
Izdano: New York : Springer, c1998.
Izdaja:2nd ed.
Serija:Applications of mathematics ; 15
Teme:
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