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,...
Gorde:
| Egile nagusia: | |
|---|---|
| Formatua: | Liburua |
| Hizkuntza: | English |
| Argitaratua: |
New York :
Springer,
c1998.
|
| Edizioa: | 2nd ed. |
| Saila: | Applications of mathematics ;
15 |
| Gaiak: | |
| Sarrera elektronikoa: | Publisher description Table of contents only |
Aurkibidea:
- 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.