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Stochastic Storage Processes on Hardback by N.U. Prabhu
Stochastic Storage Processes on Hardback by N.U. Prabhu
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Stochastic Storage Processes

Queues, Insurance Risk, Dams, and Data Communication
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Description

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.
Release date NZ
December 5th, 1997
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Edition
2nd ed. 1998
Illustrations
XVI, 207 p.
Pages
207
Dimensions
155x235x14
ISBN-13
9780387982489
Product ID
3458437

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