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Item Details
Title: STOCHASTIC STORAGE PROCESSES
QUEUES, INSURANCE RISK, DAMS, AND DATA COMMUNICATION
By: N.U. Prabhu
Format: Paperback

List price: £79.99


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ISBN 10: 1461272602
ISBN 13: 9781461272601
Publisher: SPRINGER-VERLAG NEW YORK INC.
Pub. date: 27 September, 2012
Edition: Softcover reprint of the original 2nd ed. 1998
Series: Stochastic Modelling and Applied Probability 15
Pages: 207
Synopsis: 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.
Illustrations: biography
Publication: US
Imprint: Springer-Verlag New York Inc.
Returns: Returnable
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