Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication (Stochastic Modelling and Applied Probability)

 
  • Versandkostenfrei ab 19 € innerhalb Deutschlands
Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication (Stochastic Modelling and Applied Probability)

Beschreibung

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.

trusted shops badge

Produktdetails

Zahlungsarten

Versand

Die gelieferte Auflage kann ggf. abweichen.
  • Versandkostenfrei ab 19 € innerhalb Deutschlands
sofort lieferbar
Buch128,39 €
inkl. MwSt., zzgl. Versandkosten
In den Warenkorb