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Queues and Lévy Fluctuation Theory
Language: en
Pages: 256
Authors: Krzysztof Dębicki
Categories: Mathematics
Type: BOOK - Published: 2015-08-06 - Publisher: Springer

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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 queue
Introductory Lectures on Fluctuations of Lévy Processes with Applications
Language: en
Pages: 382
Authors: Andreas E. Kyprianou
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Type: BOOK - Published: 2006-12-18 - Publisher: Springer Science & Business Media

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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
Lévy Processes
Language: en
Pages: 275
Authors: Jean Bertoin
Categories: Mathematics
Type: BOOK - Published: 1996-07-13 - Publisher: Cambridge University Press

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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
Fluctuations of Levy Processes with Applications
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Applications of Queueing Theory
Language: en
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Authors: Gordon Frank Newell
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Type: BOOK - Published: 1971 - Publisher:

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Fluid approximations; Simple queueing systems; Stochastic models; Equilibrium distributions; Diffusion approximations; Time-dependent queues; Neglected subjects