Michel Mandjes – författare
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4 produkter
4 produkter
1 531 kr
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In recent years the significance of Gaussian processes to communication networks has grown considerably. The inherent flexibility of the Gaussian traffic model enables the analysis, in a single mathematical framework, of systems with both long-range and short-range dependent input streams. Large Deviations for Gaussian Queues demonstrates how the Gaussian traffic model arises naturally, and how the analysis of the corresponding queuing model can be performed. The text provides a general introduction to Gaussian queues, and surveys recent research into the modelling of communications networks. Coverage includes: Discussion of the theoretical concepts and practical aspects related to Gaussian traffic models.Analysis of recent research asymptotic results for Gaussian queues, both in the large-buffer and many-sources regime.An emphasis on rare-event analysis, relying on a variety of asymptotic techniques.Examination of single-node FIFO queuing systems, as well as queues operating under more complex scheduling disciplines, and queuing networks.A set of illustrative examples that directly relate to important practical problems in communication networking.A large collection of instructive exercises and accompanying solutions.Large Deviations for Gaussian Queues assumes minimal prior knowledge. It is ideally suited for postgraduate students in applied probability, operations research, computer science and electrical engineering. The book’s self-contained style makes it perfect for practitioners in the communications networking industry and for researchers in related areas.
801 kr
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This book offers a comprehensive examination of the Cramér–Lundberg model, which is the most extensively researched model in ruin theory.
591 kr
Skickas inom 10-15 vardagar
This book offers a comprehensive examination of the Cramér–Lundberg model, which is the most extensively researched model in ruin theory.
591 kr
Skickas inom 10-15 vardagar
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, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance.Queues and Lévy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.