Queues and Lévy Fluctuation Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Queues and Lévy Fluctuation Theory write by Krzysztof Dębicki. This book was released on 2015-08-06. Queues and Lévy Fluctuation Theory available in PDF, EPUB and Kindle. The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Lévy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
Introductory Lectures on Fluctuations of Lévy Processes with Applications
Introductory Lectures on Fluctuations of Lévy Processes with Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Introductory Lectures on Fluctuations of Lévy Processes with Applications write by Andreas E. Kyprianou. This book was released on 2006-12-18. Introductory Lectures on Fluctuations of Lévy Processes with Applications available in PDF, EPUB and Kindle. This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.
Lévy Processes
Lévy Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lévy Processes write by Jean Bertoin. This book was released on 1996-07-13. Lévy Processes available in PDF, EPUB and Kindle. This is an up-to-date and comprehensive account of the theory of Lévy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues, mathematical finance and risk estimation. Professor Bertoin has used the powerful interplay between the probabilistic structure (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory, with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued Lévy processes and in fluctuation theory. Lévy processes with no positive jumps receive special attention, as do stable processes. In sum, this will become the standard reference on the subject for all working probability theorists.
Elements of Queueing Theory
Elements of Queueing Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Elements of Queueing Theory write by Francois Baccelli. This book was released on 2002-12-10. Elements of Queueing Theory available in PDF, EPUB and Kindle. This fundamental exposition of queueing theory, written by leading researchers, answers the need for a mathematically sound reference work on the subject and has become the standard reference. The thoroughly revised second edition contains a substantial number of exercises and their solutions, which makes the book suitable as a textbook.
Applications of Queueing Theory
Applications of Queueing Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applications of Queueing Theory write by Gordon Frank Newell. This book was released on 1971. Applications of Queueing Theory available in PDF, EPUB and Kindle. Fluid approximations; Simple queueing systems; Stochastic models; Equilibrium distributions; Diffusion approximations; Time-dependent queues; Neglected subjects.
