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 | | Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication (Stochastic Modelling and Applied Probability) by N.U. Prabhu ISBN-10: 0387982485 ISBN-10: 0-387-98248-5 ISBN-13: 9780387982489 ISBN-13: 978-0-387-98248-9 Hardcover 1998-01-15 Springer Find Lowest Price |
Editorials | ||
Product 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. | ||
Reviews | ||
Prabhu on storage processes A well written book on the subject of storage processes from a theoretical point of view. It does not have an applied flavour or is prone to numerical evaluations. The level and the style however is complementary to other texts. So, I consider this a nice book to have in addition to other more basic texts. | ||