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,...

Πλήρης περιγραφή

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Prabhu, N. U. (Narahari Umanath), 1924-
Μορφή: Βιβλίο
Γλώσσα:English
Έκδοση: New York : Springer, c1998.
Έκδοση:2nd ed.
Σειρά:Applications of mathematics ; 15
Θέματα:
Διαθέσιμο Online:Publisher description
Table of contents only
Πίνακας περιεχομένων:
  • 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.