Stochastic Storage Processes
Subtitle: Queues, Insurance Risk, Dams, and Data Communication
By: by N. U. Prabhu
Edition: Second Edition.
Series: Applications of Mathematics, Stochastic Modelling and Applied Probability -- 15; Applications of Mathematics, Stochastic Modelling and Applied Probability -- 15
Publisher: Springer New York
Published: 1998
Place of publication: New York, NY
Language: eng
Format: [electronic resource] :
Number of pages: 207
ISBN-13: 9781461272601; 9781461217428
Subjects: Distribution (Probability theory); Statistics
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 included 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.
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Mode of access: World Wide Web.
Table of contents: title: The Single Server Queue: The Queue GI/G1. Further Results for the Single Server Queue. The Queue M/M/1; title: Continuous Time Storage Models: The Generalized Storage Model; title: Markov-Modulated Storage Models: The Markov-Modulated Single Server Queue. A Data Communication Model.