Queues and Lévy Fluctuation Theory

Queues and Lévy Fluctuation Theory

The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades,...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Dębicki, Krzysztof (Συγγραφέας), Mandjes, Michel (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Cham : Springer International Publishing : Imprint: Springer, 2015.
Έκδοση:	1st ed. 2015.
Σειρά:	Universitext,
Θέματα:	Mathematics. Applied mathematics. Engineering mathematics. Probabilities. Probability Theory and Stochastic Processes. Applications of Mathematics.
Διαθέσιμο Online:	Full Text via HEAL-Link

Παρόμοια τεκμήρια

Fluctuations of Lévy Processes with Applications Introductory Lectures /
ανά: Kyprianou, Andreas E.
Έκδοση: (2014)

Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /
ανά: Doney, Ronald A.
Έκδοση: (2007)

Extreme Value Theory An Introduction /
ανά: Haan, Laurens de, κ.ά.
Έκδοση: (2006)

Stochastic and Infinite Dimensional Analysis
Έκδοση: (2016)

Exponential Families of Stochastic Processes
ανά: Küchler, Uwe, κ.ά.
Έκδοση: (1997)

Topics in Stochastic Analysis and Nonparametric Estimation
Έκδοση: (2008)

Recueil de Modèles Aléatoires
ανά: Chafai, Djalil, κ.ά.
Έκδοση: (2016)

Quantum Independent Increment Processes II Structure of Quantum Levy Processes, Classical Probability, and Physics /
Έκδοση: (2006)

Lévy Matters V Functionals of Lévy Processes /
ανά: Andersen, Lars Nørvang, κ.ά.
Έκδοση: (2015)

Log-Linear Models and Logistic Regression
ανά: Christensen, Ronald
Έκδοση: (1997)

Modèles et méthodes stochastiques Une introduction avec applications /
ανά: Del Moral, Pierre, κ.ά.
Έκδοση: (2014)

Stochastic Analysis for Poisson Point Processes Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry /
Έκδοση: (2016)

Applied Regression Analysis A Research Tool /
Έκδοση: (1998)

Fluctuations in Markov Processes Time Symmetry and Martingale Approximation /
ανά: Komorowski, Tomasz, κ.ά.
Έκδοση: (2012)

Lévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance /
ανά: Duquesne, Thomas, κ.ά.
Έκδοση: (2010)

Stochastic Differential Equations
Έκδοση: (2011)

Markov Decision Processes with Applications to Finance
ανά: Bäuerle, Nicole, κ.ά.
Έκδοση: (2011)

Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart /
Έκδοση: (2013)

Big Queues
ανά: Ganesh, Ayalvadi J., κ.ά.
Έκδοση: (2004)

Introductory Lectures on Fluctuations of Lévy Processes with Applications
ανά: Kyprianou, Andreas E.
Έκδοση: (2006)

Quantum Independent Increment Processes I From Classical Probability to Quantum Stochastic Calculus /
Έκδοση: (2005)

Modèles aléatoires en Ecologie et Evolution
ανά: Méléard, Sylvie
Έκδοση: (2016)

Malliavin Calculus for Lévy Processes with Applications to Finance
Έκδοση: (2009)

Lévy Matters III Lévy-Type Processes: Construction, Approximation and Sample Path Properties /
ανά: Böttcher, Björn, κ.ά.
Έκδοση: (2013)

Stochastic Analysis: A Series of Lectures Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /
Έκδοση: (2015)

Lévy Matters IV Estimation for Discretely Observed Lévy Processes /
ανά: Belomestny, Denis, κ.ά.
Έκδοση: (2015)

Stochastic Calculus for Fractional Brownian Motion and Applications
ανά: Biagini, Francesca, κ.ά.
Έκδοση: (2008)

Stochastic Processes - Inference Theory
ανά: Rao, Malempati M.
Έκδοση: (2014)

Advances in Distribution Theory, Order Statistics, and Inference
Έκδοση: (2006)

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes With Emphasis on the Creation-Annihilation Techniques /
ανά: Bouleau, Nicolas, κ.ά.
Έκδοση: (2015)

An Introduction to Random Interlacements
ανά: Drewitz, Alexander, κ.ά.
Έκδοση: (2014)

Lévy Matters VI Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates /
ανά: Kühn, Franziska
Έκδοση: (2017)

Advances in Statistical Methods for the Health Sciences Applications to Cancer and AIDS Studies, Genome Sequence Analysis, and Survival Analysis /
Έκδοση: (2007)

Lévy Matters II Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions /
ανά: Cohen, Serge, κ.ά.
Έκδοση: (2013)

Basic Probability Theory with Applications
ανά: Lefebvre, Mario
Έκδοση: (2009)

Stochastic Differential Equations in Infinite Dimensions with Applications to Stochastic Partial Differential Equations /
ανά: Gawarecki, Leszek, κ.ά.
Έκδοση: (2011)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ανά: Platen, Eckhard, κ.ά.
Έκδοση: (2010)

Probability with Statistical Applications
ανά: Schinazi, Rinaldo B.
Έκδοση: (2012)

Stochastic Approximation and Recursive Algorithms and Applications
ανά: Kushner, Harold J., κ.ά.
Έκδοση: (2003)

Point Process Theory and Applications Marked Point and Piecewise Deterministic Processes /
ανά: Jacobsen, Martin
Έκδοση: (2006)

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