Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication
Author:   N.U. Prabhu
Publisher:   Springer-Verlag New York Inc.
Edition:   2nd ed. 1998
Volume:   15
ISBN:  

9780387982489


Pages:   207
Publication Date:   05 December 1997
Format:   Hardback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication


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Overview

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.

Full Product Details

Author:   N.U. Prabhu
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2nd ed. 1998
Volume:   15
Dimensions:   Width: 15.50cm , Height: 1.40cm , Length: 23.50cm
Weight:   0.512kg
ISBN:  

9780387982489


ISBN 10:   0387982485
Pages:   207
Publication Date:   05 December 1997
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

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.

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