| Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication 1998 Edition Contributor(s): Prabhu, N. U. (Author) |
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ISBN: 0387982485 ISBN-13: 9780387982489 Publisher: Springer OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: December 1997 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General |
| Dewey: 519.82 |
| LCCN: 97035361 |
| Series: Stochastic Modelling and Applied Probability |
| Physical Information: 0.76" H x 6.39" W x 9.55" (1.10 lbs) 207 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This is a revised and expanded version of the earlier edition. The new material is on Markov-modulated storage processes arising from queueing and data commu- nication models. The analysis of these models is based on the fluctuation theory of Markov-additive processes and their discrete time analogues, Markov random walks. The workload and queue length processes, omitted from the earlier edition, are also presented. In addition, many sections have been rewritten, with new re- sults and proofs, as well as further examples. The mathematical level and style of presentation, however, remain the same. Chapter I contains a comprefensive treatment of the waiting time and related quantities in a single server queue, combining Chapters 1 and 2 of the earlier edition. In Chapter 2 we treat the (continuous time) workload and queue length processes using their semiregenerative properties. Also included are bulk queues omitted from the earlier edition, but included in its Russian translation. The queue MIMIl is presented in Chapter 3. This is the so-called simple queue, but its treat- ment in most of the literature is far from simple. Our analysis of the queue length process is elementary and yields explicit results for various distributions of interest. are treated in Chapter 4, combining Chapters 3 Continuous time storage models and 4 of the earlier edition. We present extensive new material, omitting much of the old Chapter 4. This has resulted in a streamlined account of this important class of models. |