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Stochastic Storage Processes - Queues, Insurance Risk, Dams, and Data Communication (Hardcover, 2nd ed. 1998) Loot Price: R2,663
Discovery Miles 26 630
Stochastic Storage Processes - Queues, Insurance Risk, Dams, and Data Communication (Hardcover, 2nd ed. 1998): N.U. Prabhu

Stochastic Storage Processes - Queues, Insurance Risk, Dams, and Data Communication (Hardcover, 2nd ed. 1998)

N.U. Prabhu

Series: Stochastic Modelling and Applied Probability, 15

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Loot Price R2,663 Discovery Miles 26 630 | Repayment Terms: R250 pm x 12*

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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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Stochastic Modelling and Applied Probability, 15
Release date: December 1997
First published: December 1997
Authors: N.U. Prabhu
Dimensions: 235 x 155 x 14mm (L x W x T)
Format: Hardcover
Pages: 207
Edition: 2nd ed. 1998
ISBN-13: 978-0-387-98248-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-387-98248-5
Barcode: 9780387982489

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