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Stochastic Storage Processes

Stochastic Storage Processes

N.U. Prabhu

134,22 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2012
Materia
Jardinería
ISBN:
9781461272601
134,22 €
IVA incluido
Disponible

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Sobre IBD

A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised and simplified. With its prerequisite of a graduate-level course in probability and stochastic processes, this book can be used as a text for an advanced course on applied probability models.

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