Queues and Lévy Fluctuation Theory

• Main Authors: Dębicki, Krzysztof (Author), Mandjes, Michel (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Edition: 1st ed. 2015.
• Series: Universitext,
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Probabilities.; Probability Theory and Stochastic Processes.; Applications of Mathematics.

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,...

Table of Contents:

• Introduction
• Lévy processes and Lévy-driven queues
• Steady-state workload
• Transient workload
• Heavy traffic
• Busy period
• Workload correlation function
• Stationary workload asymptotics
• Transient asymptotics
• Simulation of Lévy-driven queues
• Variants of the standard queue
• Lévy-driven tandem queues
• Lévy-driven queueing networks
• Applications in communication networks
• Applications in mathematical finance
• Computational aspects: inversion techniques
• Concluding remarks
• Bibliography.