Soeren Asmussen - Böcker

This book serves as an introduction to queuing theory and provides a thorough treatment of tools like Markov processes, renewal theory, random walks, Levy processes, matrix-analytic methods and change of measure. It also treats in detail basic structures like GI/G/1 and GI/G/s queues, Markov-modulated models and queuing networks, and gives an introduction to areas such as storage, inventory, and insurance risk. Exercises are included and a survey of mathematical prerequisites is given in an appendix This much updated and expanded second edition of the 1987 original contains an extended treatment of queuing networks and matrix-analytic methods as well as additional topics like Poisson's equation, the fundamental matrix, insensitivity, rare events and extreme values for regenerative processes, Palm theory, rate conservation, Levy processes, reflection, Skorokhod problems, Loynes' lemma, Siegmund duality, light traffic, heavy tails, the Ross conjecture and ordering, and finite buffer problems. Students and researchers in statistics, probability theory, operations research, and industrial engineering will find this book useful.

Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value.

"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory...The second edition at hand is a thoroughly updated and considerably expended version of the first edition...This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS

Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value.

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability.

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability.

This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration.

Sören Asmussen untersucht die Organisationskulturen von Kindertagesstätten sowie deren mögliche Modifikation durch das Instrument der Balanced Scorecard. Wesentliche Meilensteine der Studie sind die interdisziplinäre Aufarbeitung des Forschungsstandes, die Entwicklung eines Rahmen‐ und Implementationsmodells für den Einsatz der Balanced Scorecard in Kindertagesstätten und die Analyse der Wirkungen der Einführung und ersten Arbeit mit dem Instrument auf die Organisationskulturen der Einrichtungen.