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,...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Prabhu, N. U. (Narahari Umanath), 1924-
التنسيق: كتاب
اللغة:English
منشور في: New York : Springer, c1998.
الطبعة:2nd ed.
سلاسل:Applications of mathematics ; 15
الموضوعات:
الوصول للمادة أونلاين:Publisher description
Table of contents only
جدول المحتويات:
  • Pt. I. The Single Server Queue. 1. The Queue GI/G/1. 2. Further Results for the Queue GI/G/1. 3. The Queue M/M/1
  • Pt. II. Continuous Time Storage Models. 4. The Basic Storage Model
  • Pt. III. Markov-Modulated Storage Models. 5. The Markov-Modulated Single Server Queue. 6. A Fluid Model for Data Communication. 7. A Data Communication Model with Packets.