N. U. Prabhu

Stochastic Storage Processes

Queues, Insurance Risk, Dams, and Data Communication

• Gebundenes Buch

Produktbeschreibung

This monograph gives 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 factorization plays a central role. The second edition includes results for the virtual waiting time and queue length in single server queues. The treatment of continuous time storage processes is thoroughly revised and simplified. Markov- modulated storage processes are inlcuded in Part III with application to data communication models. The book can be used as a text for an advanced course on applied probability models. The prerequisite is a graduate-level course in probability and stochastic processes.

Produktdetails

• Applications of Mathematics Vol.15
• Verlag: Springer, Berlin
• Artikelnr. des Verlages: 10557871
• 2. Aufl.
• Seitenzahl: 228
• Erscheinungstermin: 5. Dezember 1997
• Englisch
• Abmessung: 241mm x 160mm x 17mm
• Gewicht: 516g
• ISBN-13: 9780387982489
• ISBN-10: 0387982485
• Artikelnr.: 09217253

Inhaltsangabe

The Single Server Queue: The Queue GI/G1. Further Results for the Single Server Queue. The Queue M/M/1.- Continuous Time Storage Models: The Generalized Storage Model.- Markov-Modulated Storage Models:The Markov-Modulated Single Server Queue. A Data Communication Model.

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1. A Class of Stochastic Models.- 2. Problems Arising from the Models.- 3. The Scope of This Book.- 4. Further Remarks.- Problems.- Selected Bibliography.- 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.- II. Continuous Time Storage Models.- 4. The Basic Storage Model.- 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.- Appendix A.- Appendix B.- Appendix C.