You might also like

More about Stochastic Storage Processes

• Book details
• Synopsis
• Trending among others

You get 304 loyalty points

Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

• Full title: Stochastic Storage Processes
• Subtitle: Queues, Insurance Risk, Dams, and Data Communication
• Author: N.U. Prabhu
• Language: English
• Binding: Paperback
• Number of pages: 207
• EAN: 9781461272601
• ISBN: 1461272602
• ID: 02074670
• Publisher: Springer-Verlag New York Inc.
• Weight: 355 g
• Dimensions: 235 × 155 × 13 mm
• Date of publishing: 27. September 2012

---

---

---